Returns the forecast value and/or confidence interval limits for the X-12-ARIMA model.
Syntax
X12AFORE (model, step, return)
- Model
- Required. Is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.
- Step
- Optional. Is the offset of the target data point beyond the end of the input time series sample. If missing, NumXL assumes step = 1.
- Return
- Optional. 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 identifier is invalid or not recognized, the function returns "#VALUE!"
Files Examples
Related Links
References
- James Douglas Hamilton; Time Series Analysis, Princeton University Press; 1st edition(Jan 11, 1994), ISBN: 691042896.
- Tsay, Ruey S.; Analysis of Financial Time Series, John Wiley & SONS; 2nd edition(Aug 30, 2005), ISBN: 0-471-690740.
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