Date: Mon, 30 Sep 2002 11:55:26 +0200
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
Subject: confidence limits for a total
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?