topic do you forecast the forecast in ARIMA in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/do-you-forecast-the-forecast-in-ARIMA/m-p/23319#M87 <HTML><HEAD></HEAD><BODY><P>If my first step in ARIMA is to difference the data.. without any P or Q, and it produces a forecast.. Do I then have a Step 2 wiht only P and Q and the var is the FORECAST from Step 1?? or do I do it all in one step.&nbsp; Therefore the differencing in Step 1 was just to decide which D level to use.. and that's it?&nbsp; </P></BODY></HTML> Tue, 03 Jan 2012 21:44:22 GMT podarum 2012-01-03T21:44:22Z do you forecast the forecast in ARIMA https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/do-you-forecast-the-forecast-in-ARIMA/m-p/23319#M87 <HTML><HEAD></HEAD><BODY><P>If my first step in ARIMA is to difference the data.. without any P or Q, and it produces a forecast.. Do I then have a Step 2 wiht only P and Q and the var is the FORECAST from Step 1?? or do I do it all in one step.&nbsp; Therefore the differencing in Step 1 was just to decide which D level to use.. and that's it?&nbsp; </P></BODY></HTML> Tue, 03 Jan 2012 21:44:22 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/do-you-forecast-the-forecast-in-ARIMA/m-p/23319#M87 podarum 2012-01-03T21:44:22Z do you forecast the forecast in ARIMA https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/do-you-forecast-the-forecast-in-ARIMA/m-p/23320#M88 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>The analysis performed by PROC ARIMA for example is divided into three stages:</P><UL><LI>identification</LI><LI>estimation and diagnostic checking</LI><LI>forecasting</LI></UL><P>corresponding to the stages described by Box and Jenkins - you will find some details here: <A href="http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_arima_sect003.htm">http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_arima_sect003.htm</A></P><P>Thanks,</P><P>Udo</P></BODY></HTML> Mon, 09 Jan 2012 16:24:45 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/do-you-forecast-the-forecast-in-ARIMA/m-p/23320#M88 udo_sas 2012-01-09T16:24:45Z