backcast in ARIMA models! thanks for your suggestionPerhaps you should explain in more detail what you're trying to do.
Search found 12 matches
- Wed Jan 16, 2013 8:57 am
- Forum: Estimation
- Topic: Can eviews do backcast in ARIMA models?
- Replies: 7
- Views: 11095
Re: Can eviews do backcast?
- Wed Jan 16, 2013 8:53 am
- Forum: Estimation
- Topic: Can eviews do backcast in ARIMA models?
- Replies: 7
- Views: 11095
Re: Can eviews do backcast in ARIMA models?
we know that eviews can do forecast . Can eviews do backcast in ARIMA models?? If yes, how can eviews do it? thanks!
- Wed Jan 16, 2013 8:51 am
- Forum: Estimation
- Topic: Can eviews do backcast in ARIMA models?
- Replies: 7
- Views: 11095
Re: Can eviews do backcast?
thanks a lot! can you recommand some papers for me?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
- Wed Jan 16, 2013 8:48 am
- Forum: Estimation
- Topic: Can eviews do backcast in ARIMA models?
- Replies: 7
- Views: 11095
Re: Can eviews do backcast?
i set it. but i could not get backcast outcome with your method of setting the forecast sample to be anything.Depends on what you mean by backcast. But in general, you can set the forecast sample to be anything, including periods pre-estimation sample.
- Wed Jan 16, 2013 8:05 am
- Forum: Estimation
- Topic: Can eviews do backcast in ARIMA models?
- Replies: 7
- Views: 11095
Can eviews do backcast in ARIMA models?
we know that eviews can do forecast. Can eviews do backcast in ARIMA models? If yes, how can eviews do it? thanks!
- Sun Dec 09, 2012 4:53 am
- Forum: Data Manipulation
- Topic: Can eviews performs inervention and outier analysis?
- Replies: 4
- Views: 13101
Can eviews performs inervention and outier analysis?
Can eviews performs inervention and outier analysis?
- Fri Dec 07, 2012 9:32 pm
- Forum: Programming
- Topic: Can eviews dispaly imaginary number?
- Replies: 2
- Views: 3960
Re: Can eviews dispaly imaginary number?
thank youNo.
- Fri Dec 07, 2012 6:47 pm
- Forum: Programming
- Topic: Can eviews dispaly imaginary number?
- Replies: 2
- Views: 3960
Can eviews dispaly imaginary number?
Can eviews dispaly imaginary number? if so, how?
- Fri Dec 07, 2012 6:30 pm
- Forum: Programming
- Topic: how to use eviews to display Spectral analysis?
- Replies: 4
- Views: 6146
Re: how to use eviews to display Spectral analysis?
Thank you for your reply.Although EViews will plot the spectrum implied by estimated ARMA coefficients.
- Fri Dec 07, 2012 6:29 pm
- Forum: Programming
- Topic: how to use eviews to display Spectral analysis?
- Replies: 4
- Views: 6146
Re: how to use eviews to display Spectral analysis?
Thank you for your reply.EViews does not have spectral analysis built in.
- Fri Dec 07, 2012 9:55 am
- Forum: Programming
- Topic: how to use eviews to display Spectral analysis?
- Replies: 4
- Views: 6146
how to use eviews to display Spectral analysis?
we know eviews can analysis series with autocorrelegram. can eviews display Spectral analysis ?
- Thu Dec 06, 2012 7:35 am
- Forum: Programming
- Topic: How to display pi?
- Replies: 1
- Views: 4160
How to display pi?
we know pi is asy equal 3.1415926, but how to write it in eviews programming?
