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by Karaja1889
Tue Mar 09, 2021 5:18 am
Forum: Econometric Discussions
Topic: Backcast of residuals in arima
Replies: 0
Views: 416

Backcast of residuals in arima

Hello! I want to repeat the Eviews' calculation of one step ahead forecast (i. e. fit) in MA(4) model with additional lagged values of dependent variable as regressors. I explored the Forum and found thread that explains the process of making fit with zero starting residuals, that afterwards converg...

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