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- 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...
