Problem in Automatical ARIMA Forecasting

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Hasna
Posts: 7
Joined: Tue Jun 23, 2015 2:04 pm

Re: Problem in Automatical AR & MA Forecasting

Postby Hasna » Fri Jun 26, 2015 6:02 am

I did use dynamic forecast but my concern is i can only make one period ahead forecast but not more than that since i dont have nay independent value for the one period back.
In that case should I use the forecast value for the other months? For example: my sample for the model is 2013 01 to 2015 05, so was able to get all the necessary variables for one month ahead forecast but how am I get value for Yt-1 for 2 month ahead or more month ahead forecast for AR(1) model. I also have one MA(1) model in that case how can I get et-1 for 2 month or more month ahead forecast. Please suggest, I am applying some advance model in my work and need to get the forecast ready for next quarter.

Thanks/Hasna

Hasna
Posts: 7
Joined: Tue Jun 23, 2015 2:04 pm

Re: Problem in Automatical ARIMA Forecasting

Postby Hasna » Mon Sep 21, 2015 8:20 am

Hi,

Can any one suggest me what will be the command for SAR(2) in eviews?I know if it is SAR (1) the command should be SAR(12) meaning a seasonal trend, but could not find any post addressing SAR(2).

Thanks/Hasna

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11848
Joined: Tue Sep 16, 2008 5:38 pm

Re: Problem in Automatical ARIMA Forecasting

Postby EViews Gareth » Mon Sep 21, 2015 8:26 am

If you have monthly, sar(24)
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Rian
Posts: 1
Joined: Fri Jul 20, 2018 4:08 pm

Re: Problem in Automatical ARIMA Forecasting

Postby Rian » Thu Jul 26, 2018 3:27 pm

startz wrote:Nothing to do with EViews. If you have independent regressors then you need values for them during the forecast period. You either need to know them or to forecast them.


Hi, I have the same problem. I just dont know... how do I know the future values :(
Can anyone help me to get these values, pls?Thanks.
Rian

startz
Non-normality and collinearity are NOT problems!
Posts: 3376
Joined: Wed Sep 17, 2008 2:25 pm

Re: Problem in Automatical ARIMA Forecasting

Postby startz » Fri Jul 27, 2018 1:26 am

Forecast them.


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