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- Tue Mar 09, 2021 5:18 am
- Forum: Econometric Discussions
- Topic: Backcast of residuals in arima
- Replies: 0
- Views: 11831
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...