I estimated the following model using MA backcasting turned on:
y c y(-1) x ma(1)
I now need to manually forecast y_hat values, and for that I need to compute the backcasted errors as done by eviews. I have read the eviews user manual and am able to do it in the absence of lagged variables, but I couldn't figure out what changes in this case.
¿Any ideas?
Thanks in advance!
Backcasting MA errors with lagged variables
Moderators: EViews Gareth, EViews Moderator
Who is online
Users browsing this forum: No registered users and 2 guests
