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- Sat Jul 02, 2016 7:09 pm
- Forum: Estimation
- Topic: Recursive dynamic forecasts
- Replies: 1
- Views: 3429
Re: Recursive dynamic forecasts
Hi all, I have the same question as ylijohtaja. From what I can find, it seems that the recursive estimates under EViews' stability diagnostics functions are only available for OLS. Would anyone happen to know if there is a way to perform these functions for ARMA without having to write a programme?...