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- Thu Aug 20, 2015 10:49 pm
- Forum: Estimation
- Topic: [Urgent] AR models in EViews9 uses all data points
- Replies: 1
- Views: 1874
[Urgent] AR models in EViews9 uses all data points
Hi, Auto regressive (AR) model uses previous points residual as regressor. Logically a model with AR(1) term should not have any prediction for first point as AR(1) value will be unavailable for the first point. Similarly a model with AR(2) term would not have any prediction for first 2 points and s...