forecasting with AR terms

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.

Moderators: EViews Gareth, EViews Moderator

Posts: 13
Joined: Tue Jul 10, 2012 12:42 pm

forecasting with AR terms

Postby russellrobins » Mon Nov 27, 2017 8:15 am

i am sure there is a simple solution, but I can't seem to find it

i estimate an AR(1) model as in y c ar(1). I get the following results.

C -0.2113598143069835
AR(1) 0.7602108576310792
SIGMASQ 1.121348040513439

then I ask EVIEWS for the STATIC in-sample forecasts and I CAN't reproduce what EVIEWS produces as the in sample forecasts

shouldn't forecast(t) = -.2113 + .7602*y(t-1) reproduce the EVIEWS static in-sample forecasts? and yet, for each forecast I am off by a constant value

am i miss-interpreting the constant in this equation?



EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11942
Joined: Tue Sep 16, 2008 5:38 pm

Re: forecasting with AR terms

Postby EViews Gareth » Mon Nov 27, 2017 8:29 am

Follow us on Twitter @IHSEViews

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 9 guests