EViews.com

Hi I use Eviews 6 and fitted a time series model Y(t) = c(0) + c(1)Y(t-1) + c(2) X(t) ..... If I look at the fitted values, Eviews shows me the values using the actual value for the lagged Y variable and not the estimated lagged variable. If I forecast Y(t) it uses the estimated lagged variable Y an...

Hi
What is exactly EGLS (extended GLS?) and what is the difference with WLS? I didn't find EGLS in the eviews help files.
Arnyeinstein