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- Thu Jun 02, 2011 5:12 am
- Forum: Econometric Discussions
- Topic: Forecasting AR(4) regression: dynamic or static?
- Replies: 0
- Views: 1682
Forecasting AR(4) regression: dynamic or static?
Hi there, I am attempting to forecast quarterly change in inflation, Δinflation, with an AR(4) regression. Specifically, I have data 1990Q1 to 2010Q1, and I want to forecast 2010Q2 to 2011Q2. I'm wondering whether I should use dynamic or static forecasting? I don't know which one I should choose. Th...