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- Mon Jul 20, 2015 10:23 pm
- Forum: Econometric Discussions
- Topic: FORECAST OUT-OF-SAMPLE ....HELP!!!
- Replies: 0
- Views: 1473
FORECAST OUT-OF-SAMPLE ....HELP!!!
Hi, I'm trying to construct an out of sample forecast for an output gap series. I have estimated an AR(4) based on the latest 15 years of data (2000q1 to 2015q1). y_gap c y_gap(-1 to -4) I then want to forecast from 2015q2 to 2025q1. When I use the dynamic forecast the series remains constant, is th...