![]() ![]() ![]() Both estimators are consistent but they produce slightly different results for the first few forecasting periods. While Stata uses the Kalman filter to compute the forecasts based on the state space representation of the model, users reporting differences compute their forecasts with a different estimator that is based on the recursions derived from the ARIMA representation of the model. The reason for the difference between their manual results and the forecasts obtained with predict after arima is the way the starting values and the recursive predictions are computed. They specifically refer that they are not able to get the exact values for the first few predicted periods. This tutorial provides an example of how to use this function to import an Excel file into R. If this is not specified, the first sheet is read. This can be the name of the sheet or the position of the sheet. Those users report that they cannot reproduce the complete set of forecasts manually when the model contains MA terms. readexcel(path, sheet NULL) where: path: Path to the xls/xlsx file sheet: The sheet to read. Some of our users have asked about the way predictions are computed after fitting their models with arima.
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