How to make h-step ahead forecast

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laac
Posts: 4
Joined: Tue Jan 27, 2015 4:32 pm

How to make h-step ahead forecast

Postby laac » Tue Sep 20, 2016 10:34 am

How can I make h-steps ahead forecasts in arima models, midas, vars, etc?

dakila
Posts: 260
Joined: Tue Nov 24, 2015 4:57 pm

Re: How to make h-step ahead forecast

Postby dakila » Wed Sep 21, 2016 8:41 pm

do you mean direct or recursive?


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