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Is there a way to constrain actual forecasted output to non-negative results using ARIMA

andrew_grible

Community Trekker

Joined:

May 25, 2016

Hi,

Data-set does not have any negative values in it but when I create an ARIMA model and save the results -- at some low volume occurrences the platform will generate negative forecasts. Is there an option to "force" JMP to place a zero there instead of a the calculated negative value.

Thank you, Andy

2 REPLIES
jiancao

Staff

Joined:

Jul 7, 2014

One popular approach is to use Log transformation on the response variable as a way of restraining the fitted values to be non-negative.

andrew_grible

Community Trekker

Joined:

May 25, 2016

Yes, thank you