<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />Hey,
I have used an ARMA(2, 2) model to forecast 8 steps ahead and was curious in how JMP10 calculates the standard error for these predictive values. I understand that the standard error for the in-sample values is sqrt(sum of squared erros/df) = 0.008246259, but how do JMP calculate the out-of-sample / forecasted values (equal to 0.0083182608; 0.0087230318; 0.0091141695; 0.0092120035 - see screenshot)?
Thank in advance, and I really appreciate your help!
