STL Forecasting

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Cscottmcwall-ea
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Joined: Mon Mar 11, 2024 6:09 am

STL Forecasting

Postby Cscottmcwall-ea » Thu Mar 28, 2024 2:21 am

Hi,

When doing an STL using Eviews and you want to forecast the seasonal component out h steps ahead what is the method used to do this. Couldnt find anything in the help manual.

Thanks

EViews Gareth
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Re: STL Forecasting

Postby EViews Gareth » Thu Mar 28, 2024 6:42 am

EViews doesn't support forecasting from its STL routine as a built in feature.
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Cscottmcwall-ea
Posts: 8
Joined: Mon Mar 11, 2024 6:09 am

Re: STL Forecasting

Postby Cscottmcwall-ea » Thu Mar 28, 2024 10:24 am

Thanks for getting back, I mean how the seasonal part is forecast using the forecast length options
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EViews Gareth
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Re: STL Forecasting

Postby EViews Gareth » Thu Mar 28, 2024 10:30 am

I'm not sure I understand what you're asking, sorry. Are you asking how to do the seasonal forecast, or how EViews does it?

If the latter, the Help section has details here:
https://eviews.com/help/helpintro.html# ... 23ww161272

(scroll down to the paragraph starting with The Output series...)
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Cscottmcwall-ea
Posts: 8
Joined: Mon Mar 11, 2024 6:09 am

Re: STL Forecasting

Postby Cscottmcwall-ea » Thu Mar 28, 2024 10:54 am

ah yes didnt see that, this is what i needed Thanks!


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