EViews Gareth wrote:Perhaps you should explain in more detail what you're trying to do.
backcast in ARIMA models! thanks for your suggestion
EViews Gareth wrote:Perhaps you should explain in more detail what you're trying to do.
masxupeng wrote:we know that eviews can do forecast . Can eviews do backcast in ARIMA models?? If yes, how can eviews do it? thanks!
trubador wrote:If you are referring to dynamic models (e.g. ARIMA), then you'll need a little trick. Since backcasting is essentially a forecasting backwards from the initial point, you can reverse the order of data:Code: Select all
series rev = @trend
sort(d) rev
EViews Gareth wrote:Depends on what you mean by backcast. But in general, you can set the forecast sample to be anything, including periods pre-estimation sample.
EViews Gareth wrote:No.
startz wrote:Although EViews will plot the spectrum implied by estimated ARMA coefficients.
EViews Gareth wrote:EViews does not have spectral analysis built in.