Hi,
Currently I ran a MIDAS regression with a dependent variable "y", observed at a lower frequency (quarterly) and with an independent variable "x" observed at a higher frequency (monthly). Now is it possible to forecast "y" on a monthly basis from the results?
midas regression-forecasting
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: midas regression-forecasting
You can forecast Y quarterly for any periods where you have the monthly X available.
Follow us on Twitter @IHSEViews
Re: midas regression-forecasting
was able to do that Gareth. My question is whether we can do it the other way- ie, if I have monthly values, can I forecast the dependent variable also on a monthly basis?
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Who is online
Users browsing this forum: No registered users and 33 guests