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- Tue Apr 05, 2011 11:09 pm
- Forum: Programming
- Topic: Manually forecasting with known parameters
- Replies: 0
- Views: 1666
Manually forecasting with known parameters
Hi All, I'm trying to figure out that how can I get y^ predictions by using known GARCH/ARIMA coefficients. For instance I run a model like ; mean equation Y= b0 + b1(x1) + b2(x2) + ar(1) + ar(4) + ma(5) variance equation e^2=a0+a1(e^2(-1)) Estimation Command: ========================= ARCH(1,0,BACK...