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No, I actually understand that part ;) I mean that the first thing you read and not too hard to understand. And from your answers I get that the d(y) is also treated as dynamic value, since it's been calculated using y(-1), right? But now I don't see why I get the same results forecasting d(y) and d...

okay, so using dynamic forecast the d(y) value is calculated by the estimated y, why it doesn't work w/ the statistic forecast!? But I have still another question using a normal regression like before: d(y) d(x(-6)) - if I calculate the difference using the option d(y) --> I get the same numbers for...

The data is available for the forecast! I mean that it works using dy d(x(-6), shows that it is possible. But I don't understand why it doesn't work with d(y) d(x(-6)), which I would prefer because I need the forecast for y and not d(y).

maybe to add this:

it also works with
y x(-6)

which also makes sence to me, since I have the data for y(+6) which is x.

So why shouldn't I be able to forecast this with differenced data?

Thanks, but like I said, I've already read everything and still don't quite understand it. Lets say, I want to have a forcast for 6-month including -c -ARMA ar(1) ar(2) ma(1) -Seasonal dummie variables @expand(@month,@drop(12)) -lagged independent variables x(-6) -Auto-series d(y) d(x) With the ARMA...

Hey Gareth, I'm still confused with the forecasting. Can you maybe explain me the difference between the statistic and dynamic forecast? I mean I read the guide but it's still not clear. The statistic forecast always provides better fc evaluation results especially for the bias proportion. But I'm m...

Hey Gareth,

is it possible to specify the lags for a differenced value? e.g. d(inflation(-1 to -5)) Because then I get an error message.

Might be a stupid question, buT how do I show the value? Do I have to create a series: series RMSE=@RMSE(d,df)? Or is there a faster way to show the one or even all of the evaluations at once? And what the command for the Theil's Bias, Variance and Covariance Proportion? Thanks a lot.

Awesome, thanks a lot!

:) okay, my mistake. But Iguess the effort is the same if I create the groups or the dx series.

Root Mean Square Error, Mean Absolute Error, Mean Abs. Percent Error, Theil Inequality Coefficient.

Hello,

is there an option to generate a forecast evaluation of two imported series, e.g. to compare the actual generated forecast (w/o using eviews) of a company to the actual sales?

Thanks a lot.

yes, I know. But shouldn't it work when I have leading independent variables?

no, but I'm not sure what you mean. I have monthly data, untill 06/2013 and what to create a forecast for the next 6 month or next year. I know that with the statistic forecast I usually get one period forecast, but I figured since my independed variables are lagged it shoud be possible to create a ...

Hey, I would like to forecast an equation with independed lagged variables (and arma terms if possible). However, when I'm using the statistic forecast, I only get a forecast for one period ahead even though my lagged variables are (-13). (Using differenced series I get a longer forecast, but using ...