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thank you it solves the problem! :D

I dont know why it is not changing the values after some point, also I make a holdrick presccot filter to the original data, and I tried to forecast with the adjusted data but I got same problem after some data points. I think there is a confusion between the one-step ahead and multi-step ahead for...

Hi thank you for your answer, I have the following data: date v 01/01/2005 0,82% 01/02/2005 1,02% 01/03/2005 0,77% 01/04/2005 0,44% 01/05/2005 0,41% 01/06/2005 0,40% 01/07/2005 0,05% 01/08/2005 0,00% 01/09/2005 0,43% 01/10/2005 0,23% 01/11/2005 0,11% 01/12/2005 0,07% 01/01/2006 0,54% 01/02/2006 0,66...

I am trying to estimate an equation for sample from 2005-jan to 2013-nov in a single equation ar(1) ar(6) ma(1) however the forcast for the variable is the same from 2009-jan to 2014. I tried with holdrick prescot as well and I get the same problem after some time 2006-04 there is not change in the ...