Model Forecasting

ARMA Model Calibration tutorial video

To perform a forecast using NumXL, select the cell of the model's table (e.g. AirLine).

FORECAST-SPDR-GARCH-NODEL-TABLE

Click on the "Forecast" icon in the toolbar.

FORECAST-TOOLBAR-ICON-CLICK

The forecast wizard will pop up. Select the realized observations (i.e. tail points of your sample data), and the forecast horizon in units of steps.

Forecasting dialog box 


In the illustration above, the last 23 observations in a sample data was chosen, then the forecast horizon was set to 30 steps (or units).

Forecasting output table 

Plot the forecast and its' confidence intervals. 

Forecasting output graph


See Also

 

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