Returns the forecast value and/or confidence interval limits for the X13ARIMA-SEATS model.
Syntax
X13ASFORE(model, type,dt)
- model
- is a unique identifier that designates an X13-ARIMA model created earlier with the X13 Wizard.
- type
- is a number that determines the type of return value: 0 (or missing)=forecast value, 1=C.I. lower limit, 2=C.I. upper limit.
TYPE Description 0 or omitted Forecast mean value 1 Lower limit of the confidence interval 2 Upper limit of the confidence interval - dt
- is the date of the datapoint 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.
Status
The X13ASFORE(.) function is available starting with version 1.67 MARTHA.
Remarks
- The underlying model is described here.
- If the model's identifier is not recognized, X13ASFORE returns #VALUE!.
- If the requested return type argument is negative or greater than 2, X13ASFORE(.) returns #VALUE!.
- If the date argument falls later than the end of the specified forecast horizon, X13ASFORE(.) return #N/A.
- If the component argument value is not supported, X13ASCOMP returns #VALUE!.
- 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
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
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