Dynamic forecast vs static forecast

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Posts: 1
Joined: Tue Jul 06, 2021 1:19 am

Dynamic forecast vs static forecast

Postby philipp.jaki2 » Thu Aug 05, 2021 4:43 am


I tried to perform a forecast on a least square regression. I transformed the dependent and independent variables to the first difference.
The range of my data is 2005-2020. Based on GDP (which is estimated until 2030) I would like to forecast the remaining variable. Unfortunately, with a static forecast I only get a forecast until 2024. If I dont transform the variables into the first difference, I could perform a static forecast until 2030.

Could someone explain me, what is the reason for that?

d(apc_t_cb_t) d(gdp_ppp) pan_dummy



Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 20 guests