*
* MWHRS.DAT example from pp 390-391
*
open data mwhrs.dat
calendar(m) 1980
data(format=free,org=columns) 1980:1 1989:12 mwhrs
set lmwhrs = log(mwhrs)
*
boxjenk(sdiffs=1,const,sma=1,define=mwhrseq) lmwhrs
uforecast(equation=mwhrseq,stderrs=efse) forecast 1990:1 1992:12
set lower 1990:1 1992:12 = forecast+%invnormal(.025)*efse
set upper 1990:1 1992:12 = forecast+%invnormal(.975)*efse
print(picture="*.####") 1990:1 1992:12 forecast efse lower upper
*
graph(footer="Figure 9-11. Forecasts of logs of MWHRS.DAT") 2
# lmwhrs
# forecast
graph(footer="Figure 9-12. 95% prediction interval of MWHRS.DAT") 3
# lmwhrs
# lower / 2
# upper / 2