LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (September 2002, week 5)Back to main SAS-L pageJoin or leave SAS-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:         Mon, 30 Sep 2002 11:55:26 +0200
Reply-To:     johan.ekstedt@FINANCE.MINISTRY.SE
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         johan.ekstedt@FINANCE.MINISTRY.SE
Subject:      confidence limits for a total
Content-Type: multipart/alternative;


I have a forecast model with some subseries y2, y3, y4, y5 and y6 which are modeled in VARMAX in SAS. For variable y1 I use an ARIMA model.

These subseries are then added for a forecast - total (total=y1+y2+y3+y4+y5+y6 , by date).

I would need a confidence limit for the total forecast. How do I get this? Is it possible to only add the confidence limits for each subgroup to get the ci for the total or should this be done in another way?


Back to: Top of message | Previous page | Main SAS-L page