Hi,
I want to use program to forecast for AR and ARMA models.
The sample is 1999q1 to 2014q3 i want to forecast 2014q4 value for the different models that I have.
I need to use program to do this
Thanks in advance
Search found 4 matches
- Sun Mar 01, 2015 10:51 am
- Forum: Programming
- Topic: programming and forecasting
- Replies: 1
- Views: 2023
- Mon May 12, 2014 2:15 pm
- Forum: Estimation
- Topic: Forecasting with Markov-Switching model
- Replies: 7
- Views: 7336
Re: Forecasting with Markov-Switching model
my copy of eviews is eviews 8 my operating system is windows, can you do out-of -sample forecats, i can only manage to do in-sample forecasts, i wanted to do static out-of-sample forecasts. Im not sure wht the build date is
- Mon May 12, 2014 12:19 pm
- Forum: Estimation
- Topic: Forecasting with Markov-Switching model
- Replies: 7
- Views: 7336
Re: Forecasting with Markov-Switching model
Hi i wanted to estimate a random walk with drift using Markov switching and every time i try and do this it just freezes and Eviews closes itself down. I estimate the equation lnexchrte as the dependent variable c and lnexchrte(-1) as switching regressors and the sample period 1981m01 to 2002m06, i ...
- Mon May 12, 2014 10:01 am
- Forum: Estimation
- Topic: Forecasting with Markov-Switching model
- Replies: 7
- Views: 7336
Forecasting with Markov-Switching model
Hi i am trying to forecast a Markov-switching model and every time i do this, the program just stops working and closes itself. Any suggestions. Thanks.
Jamie
Jamie