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by rmoser
Thu Jul 12, 2012 8:56 am
Forum: Estimation
Topic: Backcasting MA errors with lagged variables
Replies: 0
Views: 1512

Backcasting MA errors with lagged variables

I estimated the following model using MA backcasting turned on: y c y(-1) x ma(1) I now need to manually forecast y_hat values, and for that I need to compute the backcasted errors as done by eviews. I have read the eviews user manual and am able to do it in the absence of lagged variables, but I co...

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