Historical decomposition

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anissb
Posts: 3
Joined: Mon Feb 03, 2020 9:03 pm

Historical decomposition

Postby anissb » Mon Dec 06, 2021 10:13 am

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

anissb
Posts: 3
Joined: Mon Feb 03, 2020 9:03 pm

Re: Historical decomposition

Postby anissb » Wed Dec 08, 2021 9:50 am

Hi,

Am I asking the question in the right discussion?

Thanks,
Aniss

random_user
Posts: 17
Joined: Wed Jun 23, 2021 1:48 pm

Re: Historical decomposition

Postby random_user » Fri Dec 17, 2021 8:14 pm

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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