Search found 3 matches

by bspoon
Fri Apr 14, 2017 1:48 pm
Forum: Estimation
Topic: Second Order Differencing
Replies: 7
Views: 7218

Re: Second Order Differencing

Oh okay I see now. That helps, thank you!

One more thing, when you select the "static" option for a forecast, is that recursive or rolling window? I couldn't find the specification in the Eviews guide.
by bspoon
Fri Apr 14, 2017 11:37 am
Forum: Estimation
Topic: Second Order Differencing
Replies: 7
Views: 7218

Re: Second Order Differencing

Yes so the regression that I used for forecasting was with dlog(y,2) as my dependent variable so my forecasted values were in those terms. My original "y" dataset was an index in the 100s so is it possible to transform the forecasted values back in terms of the index in the 100s? I want to...
by bspoon
Fri Apr 14, 2017 11:18 am
Forum: Estimation
Topic: Second Order Differencing
Replies: 7
Views: 7218

Second Order Differencing

Hello, In order to make my data stationary, I had to take the second difference of the natural log of my data. Ex: logy=dlog(y,2). I used this transformed data to produce a forecast and get values in those terms. I wish to compare my forecasted values to the original values for y in my dataset, so m...

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