X12AFORE - Forecasting for X12-ARIMA Model

Returns the forecast value and/or confidence interval limits for the X-12-ARIMA model.

 

Syntax

X12AFORE(model, step, Return_type)

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 input time series sample. If missing, NumXL assumes step=1.

Return_type is a number that determines the type of return value: 1 (or missing)=forecast value , 2=C.I. lower limit, 3=C.I. upper limit.

RETURN_TYPE NUMBER RETURNED
1 or omitted Forecast mean value
2 Lower limit of the confidence interval
3 Upper limit of the confidence interval
 

Remarks

  1. The underlying model is described here.
  2. If the model's identifier is not recognized, X12ACOMP returns #VALUE!.

Files Examples

References

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