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I'm running Eviews 8 (May 6, 2013)

Hi, It seems to me that the forecast standard errors you get when forecasting a series that is covariance stationary once it has been transformed by taking the percentage change are incorrect. For example, if you generate forecasts for GDP growth using the AR(1) model @pc(gdp) c @pc(gdp(-1)) the for...

Hi, As far as I can tell, the test for autocorrelation in the residuals (Q-stat) is not correct when an ARMA model is specfified in terms of lagged dependent variables such as y c y(-1) (The problem, the way I see it, is that no correction is made for the number of AR terms. Hence, you here get a te...