Search found 5 matches

by jmmbelbute
Wed Apr 06, 2016 1:49 am
Forum: Estimation
Topic: predictions
Replies: 8
Views: 6442

Re: predictions

Here is the file with one ARFIMA models estimated in E-Views 9 (64 Bit). I plan to get forecasts/predictions between 2015 and 2100. I’ve already extended the workfile range until 2100. I'd be extremely grateful for your help (I’m able to get predictions (out-of sample) using stata but the stata’s ar...
by jmmbelbute
Mon Apr 04, 2016 1:49 am
Forum: Estimation
Topic: predictions
Replies: 8
Views: 6442

Re: predictions

That's what I thought...!
Anyway, I ‘ve already done it (I've even expanded the workfile range until 2100) but it still doesn’t work. I'm still getting the in-sample predictions/forecasts (1900-2014), and I don’t know what's missing? Can I send you my workfile?
by jmmbelbute
Sun Apr 03, 2016 8:36 am
Forum: Estimation
Topic: predictions
Replies: 8
Views: 6442

Re: predictions

...
Please, note also that my sample period for x (t) goes from 1900 to 2014
JMMB
by jmmbelbute
Sun Apr 03, 2016 8:31 am
Forum: Estimation
Topic: predictions
Replies: 8
Views: 6442

Re: predictions

Thank you for yor reply
For all that matters, I need to get forecasts of x(t) between, say, 2000 and 2100, from a pre-estimated ARFIMA model on x(t), using eviews
It should be noted that I have already estimated the ARFIMA model in e-views.
regards
by jmmbelbute
Sun Apr 03, 2016 3:58 am
Forum: Estimation
Topic: predictions
Replies: 8
Views: 6442

predictions

Dear all I need to build a reference scenario for a variable using an ARFIMA univariate model, estimated for the period 1900-2014. I’ve already got the in-Sample and out-of-sample forecasts for this period but the reference scenario covers predictions from 2015 to 2050. Until now I’ve been unable to...

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