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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