Example: Credit card debt (2-quarters ahead)

NY Fed HHDC credit-card balances, univariate ARIMA two-quarter-ahead

This model estimates Credit card debt two quarters ahead (six months) with a univariate ARIMA on the New York Fed Household Debt and Credit series. The New York Fed series is quarterly; the six-month horizon is two HHDC quarters. Macro FRED prints are not used.

The example could not be fit from the current NY Fed / FRED prints.