Search found 3 matches
- Fri Jan 01, 2010 5:31 pm
- Forum: Econometric Discussions
- Topic: correctly applicating ARMA
- Replies: 3
- Views: 4899
Re: correctly applicating ARMA
Thanks for your advice. My problem was, that, first, one has to expand the sample with blank observations for the desired forecasting period which I hadn't done. Second Eviews can't run both in-sample and out-of-sample forecasts at the same time and I tried to do so. Now it works.
- Fri Jan 01, 2010 11:30 am
- Forum: Econometric Discussions
- Topic: correctly applicating ARMA
- Replies: 3
- Views: 4899
Re: correctly applicating ARMA
By the way, how do I perform an out of sample forecast??? I can't find any option for this in the forecast window! The Eviews help file remains silent on this topic.
- Thu Dec 31, 2009 6:21 am
- Forum: Econometric Discussions
- Topic: correctly applicating ARMA
- Replies: 3
- Views: 4899
correctly applicating ARMA
Hello! I've studied several textbooks about time series analysis and now I'm trying to implement some ARIMA models using eviews. The basic ideas of ARMA models seem quite simple and easy to understand, but nevertheless a lot of questions arise concerning the apropiate methodology for estimating an A...
