I have a very basic question. I estimated a DOLS and FMOLS equation and would like to generate a long-run forecast using the coefficients. This is before building an error-correction model.
I proceed by using Proc > Forecast however I noticed that the series generated is very different (much larger) from my manual calculation using the eviews command genr y=c(1)*x1+c(2)*x2+...
Why is this so? What is the Proc > Forecast function calculating then?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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