Search found 2 matches

by colden
Wed Feb 18, 2009 11:18 am
Forum: Programming
Topic: Excel Example of an AR(1) Model from Eviews
Replies: 18
Views: 41420

Re: Excel Example of an AR(1) Model from Eviews

Thank you for your program. I have used the data from the previous Excel example, estimated and forecasted using EViews, and then compared EViews' predicted values to those resulting from your calculation method. The two are slightly different, and the differences are too large to be due to rounding...
by colden
Tue Feb 17, 2009 5:16 pm
Forum: Programming
Topic: Excel Example of an AR(1) Model from Eviews
Replies: 18
Views: 41420

Re: Excel Example of an AR(1) Model from Eviews

I am trying to recreate predicted values from an AR(1) model outputted by EViews using Excel. I found the Excel example posted here very helpful but I was wondering if someone could expand it to show how exactly EViews calculates its predicted values using the "Static Forecast" option. Spe...

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