Search found 3 matches
- Mon Jul 29, 2013 6:34 am
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32875
Re: Forecasting
but what i want to know is that if i choose dynamic forecast and use the daily data, and the horizon for the forecast is 60 days (i mean the forecast includes 60 daily observations), does it mean that 60 days-ahead forecast will be created ? so, if i want to do n days ahead forecast , i need to choo...
- Mon Jul 29, 2013 4:43 am
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32875
Re: Forecasting
EViews Gareth, thanks for your reply, yep I have AR(1) in the mean equation, but even without it the result is the same
- Sun Jul 28, 2013 6:03 pm
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32875
Re: Forecasting
Hi. I would like to ask you how to perform multi-step ahead forecasting on eviews. I use the GARCH family models for the estimations, but do not know how to perform the multiple days ahead forecasting, like 1, 2 ,7 ,20 days ahead and so on. I read that it should be done by dynamic forecasting button...
