ARIMA model forecast with confidence interval in EViews

[@JDEconomics]

Hello Everyone! Thanks for watching!
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[@lossmoss]

Thanks, Juan.

[@JDEconomics]

No worries! I hope it was useful/interesting. Regards, JD

[@matiascorcho9282]

Love your tutorials buddy! you are a beast!

[@JDEconomics]

Thanks Matias!

[@abdulkadirmuktarnur7535]

thank you for sharing this useful knowledge

[@JDEconomics]

Thanks!

Well done! Keep teaching

[@JDEconomics]

Thanks! Happy holidays, JD

[@anassbadraoui2792]

Thank you so much. Can you give us please the link or the website where you take your Data, for exemple the gap of Brazil and Argentina in your previous video ? Thank you :)

[@JDEconomics]

Most of the data is FRED! Cheers

[@soruyorum1532]

in my analysis in the part of forecast box (series to forecast, 2:36) it is just shown only one series which name is D(CPI).

[@nickname6818]

Thank you, your videos are very useful. My question is; Does Eviews only forecast the average?

[@JDEconomics]

Hi, thanks. Eviews forecasted the mean and the standard errors of the mean estimate. You can make a model for the variance, but that would be arch/garch model. I have tutorials on that as well. Regards, JD

[@VSP4591]

Excellent

[@JDEconomics]

Thanks! Feel free to check my website and store! Best, JD

[@solomonyemidi3203]

Thanks

[@JDEconomics]

No worries. I hope it was useful! Regards, JD

[@yusauaudu9044]

Good day, please I would like to know the most appropriate model to adopt when you have a time series data of order 1 and 2 integration.

[@JDEconomics]

Hi Yusau! Make sure to watch my other tutorials about arima models. There you will get a better sense. Kind Regards.

[@yusauaudu9044]

Okay, I will do just that. Thank you for your quick response.

[@ManishKumar-ss4ye]

Sir it would be really helpful, if you can show the same task using STATA.
As we don't get a standard error value for each forecasted value

[@JDEconomics]

Hello Manish. Thanks for your feedback! I can look into it. I believe STATA doesn’t predict standard errors series for each forecasted observation. It does an average, so the confidence bands would look a straight line. It’s a bit tricky I believe. Regards, JD

[@ahmadzamahzari1325]

Eviews version ?

[@JDEconomics]

I have Eviews 10. Cheers

[@atifdai313]

How can we get the predicted values?