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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;

Hello,

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?


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