By providing the initial values is useful for starting search from non-zero values of moving average coefficients. Similarly, b0 is the intercept and R0 corresponds to b0. In addition to list least squares residual series, studentized residuals and leverage information are provided. Useful for checking influential observations and outliers. 2 Plots both observed and predicted, and residuals.
Dynamic forecast uses previous predicted lagged dependent variables.
Do not computes ex-post forecast error statistics. BLUF is default for AR, MA, and ARMA forecasts. 1 Computes unlogged series of forecasts, assuming the original series has been log transformed. They may be used later in the program for further analysis. Depending on the input variables specified, not all the output variables will be available.