Returns the forecast value and/or confidence interval limits for the X-12-ARIMA model.
Syntax
X12AFORE(Model, Step, Return)
- Model
- is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.
- Step
- is the offset of the target data point beyond the end of the input time series sample. If missing, NumXL assumes step = 1.
- Return
- is a number that determines the return value type: 1 (or missing) = forecast value, 2 = C.I. lower limit, 3 = C.I. upper limit.
Value Return 1 or omitted Forecast mean value (default). 2 The lower limit of the confidence interval. 3 The upper limit of the confidence interval.
Warning
X12AFORE() function is deprecated as of version 1.67: use the X13ASFORE function instead.
Remarks
- The underlying model is described here.
- If the model's identifier is not recognized, X12ACOMP returns #VALUE!.
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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