Hello,
Instead of generating forecast values for a time series by using the parameter estimates produced by the previous ESTIMATE statement as in the forecast statement in PROC ARIMA, I want to generate forecast values for a time series by user supplied parameter estimates.
Basically I want to perturb the parameter estimates produced by the previous ESTIMATE statement by adding a random noise to it and then use them to generate forecast values.
Is there any way I could accomplish this?
Thanks
P.S: Please tell me if any part of the question is unclear.