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
STL Forecasting
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: STL Forecasting
EViews doesn't support forecasting from its STL routine as a built in feature.
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Re: STL Forecasting
Thanks for getting back, I mean how the seasonal part is forecast using the forecast length options
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Last edited by Cscottmcwall-ea on Thu Mar 28, 2024 10:52 am, edited 1 time in total.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: STL Forecasting
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...)
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...)
Follow us on Twitter @IHSEViews
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- Posts: 8
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Re: STL Forecasting
ah yes didnt see that, this is what i needed Thanks!
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