I need some help about forecasting standard errors in a lag dependent model (with and without coef uncertainty).
Eviews give me forecasted series but i can't manage to check values using formula in EViews Users Guide (http://www.eviews.com/help/helpintro.ht ... asics.html).
Could you explain which formulas does EViews use to calculate it for both with and without coef uncertainty (i understand it is a recursive one) ?
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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