Hi Brian,
as the help states, this is currently only supported for OLS. I think
the reason is simply, that this has not been implemented, yet.
But you may want to have a look at my "fcnaive" package which also
supports for some specific ("naive") ARIMA-variants recursive forecasting.
<>
pkg install naiveFC
help naiveFC
</>
Artur
Am 23.11.24 um 18:02 schrieb Brian Revell:
Is there any reason why recursive forecasts cannot be included in the
ARIMA option for univariate modelling together with their confidence
intervals when the model is truly univariate with no exogenous varisbles
included in the specification Clearly post sample data the MA terms
would drop out of the forecasts that would effectively only require the
AR parameters and any differencing.
Brian
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