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ARIMA Forecasts

Enables you to form forecasts of future values of the time series, using the fitted ARIMA model.

  1. After selecting the required Save boxes, you can type the identifiers into the corresponding In: fields.


This specifies which items of output are to be produced by the analysis.

Forecasts Forecast values for the specified lead times
Limits Lower and Upper confidence limits for each forecast

Maximum lead time

Specifies the number of lead times to forecast, i.e. the number of time points after the end of the data.


Produces graphs of the forecasts and confidence limits. You can plot the forecasts alone or appended to the original series.


Saves forecasts and confidence limits in Genstat data structures. After selecting the required boxes, you should enter the identifiers in the corresponding In: fields.

See also

Updated on March 25, 2019

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