EViews.com

Thanks.

I suppose I can make the confidence intervals using my variance forcast and plot them with the fitted ys to make the nice forecast graph.

But my equation for y does not contain any autoregressive terms. My equation for variance does contain lagged values of the squared error term (which obviously does not exist before 1984) and yet Eviews produces fitted values for variance before 1984 but not for y.

Hello, Running a really basic garch where my dependent is only regressed on time y= c + @trend and my variance is a function of of the autoregressive term and time as well variance=c+arch+@trend my sample is set from 1973-1997 but I only have data for y from 1984-1997. I want to "forecast"...