Thanks for the quick answer.
I' ll check it over.
Search found 2 matches
- Thu Aug 20, 2009 3:41 am
- Forum: Estimation
- Topic: AR(1) forecast without independent variable
- Replies: 2
- Views: 3633
- Tue Aug 18, 2009 10:53 pm
- Forum: Estimation
- Topic: AR(1) forecast without independent variable
- Replies: 2
- Views: 3633
AR(1) forecast without independent variable
Hi guys! It's really nice to have you here helping us with Eviews. My question is as follows: I have 5856 daily observations for a stock as unstructured data. I tried several AR models without any other independent variable. Is it possible to make out-of-sample forecasts from en equation like this? ...