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Ah. I just noticed the exact specification of your equation. Essentially you have said that the dependent variable (Y for brevity's sake) depends upon D(Y). i.e. today's Y depends upon the difference between today's Y and yesterday's Y. Tomorrow's Y depends upon the difference between tomorrow's Y ...

Having observations just means having rows - it doesn't mean you actually need data in those rows. Once you have restructured the workfile to have those observations, you use the forecast button on your equation. I tried what you mentioned. I increased the length of the series by 6 periods and used...

Did you actually try what I wrote? I did try that out... Check the update workfile. But when you say that I need to have observations for the period I want to forecast, i.e., for the period May 2015 - (say) November 2015, they are in the future and I don't have observations for them. The series I a...

You need to extend the range of your workfile. Currently your workfile only has observations up until June 2015. If you wish to forecast beyond that, you'll need to have observations in your workfile for the periods you want to forecast. To do that, from the workfile click on Proc->Structure/Resize...

Hi all, I need to know how to get out of sample forecasts for ARIMA(0,1,1)-Garch(1,3) process. I have been using Eviews to analyse bond yield univariate series. The above specification proved to be the best. I also forecasted within the sample I had. Now I want to forecast for future. To be clear, m...