Can eviews do backcast in ARIMA models?

[masxupeng]

we know that eviews can do forecast. Can eviews do backcast in ARIMA models? If yes, how can eviews do it? thanks!

[EViews Gareth]

Depends on what you mean by backcast. But in general, you can set the forecast sample to be anything, including periods pre-estimation sample.

[trubador]

If you are referring to dynamic models (e.g. ARIMA), then you'll need a little trick. Since backcasting is essentially a forecasting backwards from the initial point, you can reverse the order of data:

Code: Select all

series rev = @trend sort(d) rev

[masxupeng]

Depends on what you mean by backcast. But in general, you can set the forecast sample to be anything, including periods pre-estimation sample.

i set it. but i could not get backcast outcome with your method of setting the forecast sample to be anything.

[EViews Gareth]

Perhaps you should explain in more detail what you're trying to do.

[masxupeng]

If you are referring to dynamic models (e.g. ARIMA), then you'll need a little trick. Since backcasting is essentially a forecasting backwards from the initial point, you can reverse the order of data:

Code: Select all

series rev = @trend sort(d) rev

thanks a lot! can you recommand some papers for me?

[masxupeng]

we know that eviews can do forecast . Can eviews do backcast in ARIMA models?? If yes, how can eviews do it? thanks!

[masxupeng]

Perhaps you should explain in more detail what you're trying to do.

backcast in ARIMA models! thanks for your suggestion