*
* JAPAN.DAT example from pp 391-392
*
open data japan.dat
calendar(m) 1970
data(format=free,org=columns) 1970:1 1992:7 time japan
*
* Transform to logs
*
set ljapan = log(japan)
boxjenk(diffs=1,const,ar=1,define=withtrend) ljapan
uforecast(equation=withtrend,stderrs=efse) forecast 1992:8 1995:7
set lower 1992:8 1995:7 = forecast+%invnormal(.025)*efse
set upper 1992:8 1995:7 = forecast+%invnormal(.975)*efse
print(picture="*.####") 1992:8 1995:7 forecast efse lower upper
*
graph(footer="Figure 9-13. Forecasts and prediction intervals for log of JAPAN.DAT") 4
# ljapan
# forecast
# lower / 3
# upper / 3