Tranforming double difference forecast to absolute values

[Papai13]

I am forecasting a deposit series. The deposit data and the explanatory variables in the model became stationary after differencing twice [i.e., I(2)]. The forecasted values obtained correspond to the double difference of the deposit data series. My question is the following: How can I transform the double difference forecast to absolute values in EWIEWS? I have EVIEWS 8.

I AM USING EVIEWS 8. I CANNOT FIND A WAY TO TRANSFORM THE DATA IN EVIEWS 8.

[EViews Gareth]

Assuming you are using the differenced variable as your dependent variable in an equation (i.e. you have D(Y,2) as your dependent), then EViews will automatically forecast the de-differenced value.

[Papai13]

The equation I specified is:

ddbankdepo c ddbankdepo(-1) ddrealgnp ddcpi

[EViews Gareth]

Don't specify it that way. Assuming you have a variable called BANKDEPO, specify it as:

Code: Select all

d(bankdepo,2) c d(bankdepo(-1),2) d(realgnp,2) d(cpi,2)

[Papai13]

Thank for your help, Gareth.