I have a dataseries with forecasts on annual frequency and a seasonally adjusted series on a monthly frequency. Then I would like to extend the seasonally adjusted series with a smoothed forecast on the monthly frequency, in such a way that the annual value for the forecasted smoothed series becomes equal to the annual value of the annual forecast series. How can one smooth a series in EViews, with such a restriction imposed?
To be more precise:
Code: Select all
wfcreate(page=a) a 2020 2030
genr u_f= 4+nrnd
pagecreate(page=m) m 2020 2030
copy a\u_f m\u_f
smpl 2020 2023:6
genr u_sa=4+0.5*nrnd
How can I extend the series u_sa with a smooth line from 2023:7 to 2030:12 while ensuring that: @meansby(u_sa, @year) = @meansby(u_f, @year) ?
Thomas