Forecast SE with lagged dependent variables

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aimbra
Posts: 1
Joined: Wed Jan 24, 2018 8:04 am

Forecast SE with lagged dependent variables

Postby aimbra » Wed Jan 24, 2018 10:14 am

Hi,

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) ?

Thanks

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