RE: ARMA Estimation and Forecasting

[bradburke]

Hi- I am working through Gareth's helpful example of an ARMA model at http://forums.eviews.com/viewtopic.php?f=7&t=465

I am getting stuck on the MA example in excel. In essence, I am try to manually work through at least one ARMA equation so that I know for certain I have my head wrapped around it. In Gareth's example he doesn't include (that I see) a coefficient for the MA(1). My models all specify some coefficient for MA(1)- where do I use this coefficient to manually work through the ARMA model?

Any help is much appreciated.

Brad

[EViews Gareth]

What are you trying to manually work through?

[bradburke]

Might be easier if I just attached the file- I have a regression of company shipments vs total industry shipments and an ARMA (1,1) process on the error terms. I am trying to recreate the forecast in excel to make sure I understand it. However, I cannot back into the forecasted volumes from the Eviews output. I generally just use static forecasts and not dynamic.

Any help is reallly appreciated.

[EViews Gareth]

I added a quick example to my other thread of static forecasting of ARMA.