Search found 3 matches

by John88
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...
by John88
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
by John88
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...

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