STL Forecasting

[Cscottmcwall-ea]

Hi,

When doing an STL using Eviews and you want to forecast the seasonal component out h steps ahead what is the method used to do this. Couldnt find anything in the help manual.

Thanks

[EViews Gareth]

EViews doesn't support forecasting from its STL routine as a built in feature.

[Cscottmcwall-ea]

Thanks for getting back, I mean how the seasonal part is forecast using the forecast length options

[EViews Gareth]

I'm not sure I understand what you're asking, sorry. Are you asking how to do the seasonal forecast, or how EViews does it?

If the latter, the Help section has details here:
https://eviews.com/help/helpintro.html# ... 23ww161272

(scroll down to the paragraph starting with The Output series...)

[Cscottmcwall-ea]

ah yes didnt see that, this is what i needed Thanks!