Forecasting with Jagged Range Historically

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Forecasting with Jagged Range Historically

Postby kszynkar » Tue Jul 26, 2016 3:25 am


I have a model with a few series in it. The release datetime of each series doesn't line up for each month, so the set of series is "jagged". I have the release datetimes for each data series in another series. I would like to be able to forecast as of any date using a program, but don't see a way of handling it.

If I want to do a live forecast, the "Exclude for periods where actuals exist" option in the model works, but I don't know how I could apply this as of a historic date.


EViews Gareth
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Re: Forecasting with Jagged Range Historically

Postby EViews Gareth » Tue Jul 26, 2016 6:43 am

You'll have to go through and exclude each variable based upon its release date one at a time
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