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.
Search found 3 matches
- Fri Apr 14, 2017 1:48 pm
- Forum: Estimation
- Topic: Second Order Differencing
- Replies: 7
- Views: 7303
- Fri Apr 14, 2017 11:37 am
- Forum: Estimation
- Topic: Second Order Differencing
- Replies: 7
- Views: 7303
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...
- Fri Apr 14, 2017 11:18 am
- Forum: Estimation
- Topic: Second Order Differencing
- Replies: 7
- Views: 7303
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...