Hi,
I'm using Eviews 11 and I would like to know if it is possible to perform historical decomposition outside the estimation sample.
The problem is that with the data since Covid the model I'm using is now explosive do to the data outliers. So basically I would like to know the historical decomposition of the model in 2020 and 2021 but with the model estimated until 2019. Thank you for your help.
Best,
Aniss
Historical decomposition
Moderators: EViews Gareth, EViews Moderator
Re: Historical decomposition
Hi,
Am I asking the question in the right discussion?
Thanks,
Aniss
Am I asking the question in the right discussion?
Thanks,
Aniss
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- Joined: Wed Jun 23, 2021 1:48 pm
Re: Historical decomposition
I don't think it's possible, unfortunately. But you're right, this would be a nice feature to add in future versions.
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