CARIMA Procedure

FORECAST Statement

FORECAST <options>;

The FORECAST statement forecasts the future values of the variable list that is specified in the preceding IDENTIFY statement according to the model that is fitted in the preceding ESTIMATE STATEMENT.

You can specify any number of FORECAST statements. You can specify the following options:

ALPHA=number: specifies the significance level to use in computing the confidence limits of the forecast, where number must be between 0 and 1. By default, ALPHA=0.05, which produces 95% confidence intervals.
LEAD=number: specifies the number of periods ahead to forecast, where number must be an integer greater than or equal to 0. By default, LEAD=0.

Last updated: November 24, 2025