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Thanks Gareth! Went through it and was able to replicate static forecast. No I will try dynamic. Helped me a lot.

I have AR/MA-form for the error term. Estimated coefficients looks like this. All are significant, used HAC estimate because of heteroscedasticity issue and serial correlation. d(kurz_sa) = @coef(1) + @coef(2) * d(bilance1_sa) + [ar(7) = @coef(3) , ma(1) = @coef(4) , backcast = 2005m01 , estsmpl = &...

Hi, I am trying to manually count an ARMA model forecast in Excel, but I am experiencing few issues. The model equations looks like this: OLS: Y = c + X + AR term + MA term I have actual forecast from EVIEWS, but I am not able to get same results in Excel. So I am kindly asking for any help/advice/g...