Does anyone know how to deal with the following issue concerning seasonality. I am forecasting univariate time series weekly data, and thus require a seasonal parameter of 52. However, the following STATA command does not work:
arima lnwpi, arima(0,1,1) sarima(0,1,1,52) noconstant
Apparently you cannot put 52 in the seasonal part - max allowed is 25.
Any suggestions on how I can deal with this.
Cheers
|
|