Search found 2 matches
- Mon Jun 27, 2011 2:25 pm
- Forum: Estimation
- Topic: RE: ARMA Estimation and Forecasting
- Replies: 3
- Views: 2649
Re: RE: ARMA Estimation and Forecasting
Might be easier if I just attached the file- I have a regression of company shipments vs total industry shipments and an ARMA (1,1) process on the error terms. I am trying to recreate the forecast in excel to make sure I understand it. However, I cannot back into the forecasted volumes from the Evie...
- Mon Jun 27, 2011 1:20 pm
- Forum: Estimation
- Topic: RE: ARMA Estimation and Forecasting
- Replies: 3
- Views: 2649
RE: ARMA Estimation and Forecasting
Hi- I am working through Gareth's helpful example of an ARMA model at http://forums.eviews.com/viewtopic.php?f=7&t=465 I am getting stuck on the MA example in excel. In essence, I am try to manually work through at least one ARMA equation so that I know for certain I have my head wrapped around ...