forecasting with AR terms

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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
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Re: forecasting with AR terms

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

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