<p>An &quot;integrated&quot; autoregression is one where the model is run on <em>differenced</em> values. In order to make the series stationary, please use differenced values, in an ARIMA model (the I in ARIMA stands for integrated).</p>

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2024-09-29T05:21:49.983Z
2024-09-29T05:21:49.983Z
ahorn
<p>Income data for 2023 is missing in my dataset because the official statistics bureau hasn't published that yet and won't for a while. My thesis adviser suggested I use an AR(2) model to predict 1-year ahead to 2023. The dataset is a panel data and I'm concerned with stationarity, as income doesn't tend to be stationary. Is it still reliable if it's non-stationary?</p>
<p>Other methods to predict 1-year ahead?</p>

<paneldata><prediction><stationary>
Can you predict with an AR model to replace missing data for a year?
Shushue
# Can you predict with an AR model to replace missing data for a year?

(Asked by: username_0 on 2024-09-02)

Income data for 2023 is missing in my dataset because the official statistics bureau hasn't published that yet and won't for a while. My thesis adviser suggested I use an AR(2) model to predict 1-year ahead to 2023. The dataset is a panel data and I'm concerned with stationarity, as income doesn't tend to be stationary. Is it still reliable if it's non-stationary?

Other methods to predict 1-year ahead?

**Tags:** paneldata, prediction, stationary

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## 1 answers

### Answer by username_1 on 2024-09-29. Score: 0

An "integrated" autoregression is one where the model is run on *differenced* values. In order to make the series stationary, please use differenced values, in an ARIMA model (the I in ARIMA stands for integrated).


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