Search found 3 matches

by mozillaff
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.
by mozillaff
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.
by mozillaff
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...

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