How do I generate forecasts with the arima action?

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Réponse

You can generate forecasts by specifying the 'forecast' option within a 'model' definition. Key parameters include 'lead' to set the number of forecast steps and 'alpha' for the confidence level.
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arima

uniTimeSeries

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Other questions about arima
What kind of data transformations are available with the 'transform' parameter? What is the purpose of the arima action in the Univariate Time Series Analysis action set? How do you specify the autoregressive part of an ARIMA model in this action? Which estimation methods can be used for an ARIMA model? What does the 'q' parameter control in the arima action?
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