ARIMA Predictor

Predictor

Computes predictions from estimated ARIMA model. Two types of predictions are computed:

  1. Forecast: forecast of the given time series h periods ahead.
  2. In-sample prediction: reproduces the given time series using the estimated model.

Input Ports

  1. Type: Arima
    ARIMA model
  2. Type: Data
    Data for prediction

Output Ports

  1. Type: Data
    Time series with the forecast.
  2. Type: Data
    Data table with in-sample prediction added.