forecasting ARMA diff vairable

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msimoes
Posts: 2
Joined: Mon Oct 15, 2012 3:36 pm

forecasting ARMA diff vairable

Postby msimoes » Mon Oct 15, 2012 3:43 pm

Dear all,
when I try to forecast a variable with an equation that has that variable in differentiated form say, d(mwh) ar(1) sar(12) ma(12), the graphical interface offers two alternatives for the forecasted series: d(mwh) or mwh.
How can I program that option in script form?
Thanks,
Mario

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: forecasting ARMA diff vairable

Postby EViews Gareth » Mon Oct 15, 2012 3:52 pm

From the object reference:

Code: Select all

equation.forecast(d) yf - In models with implicit dependent variables, forecast the entire expression rather than the normalized variable.

msimoes
Posts: 2
Joined: Mon Oct 15, 2012 3:36 pm

Re: forecasting ARMA diff vairable

Postby msimoes » Tue Oct 16, 2012 4:21 pm

Thank you for your prompt answer.
However, I will have to double check wheteher the error (rmse, mape, mae, etc...) results are correctly calculated; initially it appears something is amiss.
Yours,
Mario


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