I need help to predict future values for a time series (26 observations of consumer prices). This time series is not stationary (i.e I have increasing values of price). What is the best method knowing that I want to take the time series to it original scale at the end?
For now, I run this code on stata. But, all my future values are decreasing which is a non sense. So, i'm probably
tsappend, add(20) twoway (tsline consumerpriceavocadogermany) gen log_cp_avocado_germany = -log( consumerpriceavocadogermany ) ac consumerpriceavocadogermany pac consumerpriceavocadogermany arima consumerpriceavocadogermany, arima(1,0,1) predict cp predict cp_dynhat, dyn(2018) list if inrange(time,2015,2025), clean