* * Example 5.4.1 from pp 167-168 * open data oshorts.dat data(format=free,org=columns) 1 57 overs * * In order to forecast the model, you need to include the option DEFINE=name of * equation you're defining. * boxjenk(ma=1,maxl,demean,define=bjeq) overs * * UFORECAST does the forecasting. xhat will be the forecasts (computing over * entries 58 to 64) and the standard errors will be in the series serr. * uforecast(equation=bjeq,stderrs=serr) xhat 58 64 * * Display the forecasts (these are with mean already added back) and the standard * errors. * print 58 64 xhat serr