Dynamic model forecasting in Eviews and in Excel

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Dynamic model forecasting in Eviews and in Excel

Postby khnaqvi » Sun Feb 21, 2010 7:51 am


I need an urgent help about forecasting from dynamic model. I have estimated an ARDL model in eviews and also able to make dynamic forecast out of it. However, what I needed was to use the estimated parameters of eviews ARDL in excel program. But when I develop formula on the basis of the estimated output of eviews, it gave me quite different results in excel compared to what I got from Eviews forecstes.

I am attaching the excel file which provide the formula/date, that I used to forecast from the dynamic model. It also include the output of the eviews model. As you can see that in the last two columns, titled "excel forecast" and "eviews forecast" both the values of the forecaste are quite different especially from 2010 to 2012 i.e. out of sample forecaste.

I would be really thankful, if any of you could come up with a suggestion that how could the eviews output be used in excel . or else if some one points me out that what is the proper way of developing formula for dynamic forecaste in excel...

excel forecast.xls
ARDL forecast in eviews and in excel
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