X13ASFORE - Forecasting for X-13ARIMA-SEATS Model

Returns the forecast value and/or confidence interval limits for the X-13ARIMA-SEATS model.

Syntax

X13ASFORE (model, return, dt)

Model

Required. Is a unique identifier that designates an X-13ARIMA-SEATS model created earlier with the X13 Wizard.

Return

Optional. Is a number that determines the return value type: 0 (or missing) = Forecast Value, 1= C.I. Lower Limit, 2= C.I. Upper Limit.

Value	Return
0 or omitted	Forecast mean value (default).
1	The lower limit of the confidence interval.
2	The upper limit of the confidence interval.

dt

Optional. Is the date of the data point for the desired forecast. If missing, NumXL assumes a value equal to the date of the first data point after the end of the dataset.

Remarks

1. The underlying X-13ARIMA-SEATS model is described here.
2. If the model identifier is invalid or not recognized, the function returns "#VALUE!"
3. If the requested return type argument is negative or greater than 2, X13ASFORE(.) returns #VALUE!.
4. If the date argument falls later than the end of the specified forecast horizon, X13ASFORE(.) returns #N/A.
5. If the component argument value is not supported, X13ASCOMP returns #VALUE!.
6. If the date argument is earlier than the date of the last data point (i.e., in-sample), X13ASFORE(.) returns the value of the corresponding data point.

Files Examples

Related Links

• Wikipedia - X-13ARIMA-SEATS.
• X-13ARIMA-SEATS Seasonal Adjustment Program.

References

• Hamilton, J.D.; Time Series Analysis, Princeton University Press (1994), ISBN 0-691-04289-6.
• Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740.