creating weekly and semi annual dummies with @expand

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

ray2013
Posts: 18
Joined: Thu Oct 24, 2013 12:41 pm

Re: creating weekly and semi annual dummies with @expand

Postby ray2013 » Wed Dec 25, 2013 6:52 am

thanks gareth

i have done first differencing and seasonal first differencing on my data. i have selected my best model for my first difference data and also selected a model for my seasonal first differenced data. i have used the models to forecast for a 4 month outside my range.

my question is how do i covert the forecast values from my models to comparable figures like my original data. because they only forecast differences for the 4 months because i differenced the data.

ray2013
Posts: 18
Joined: Thu Oct 24, 2013 12:41 pm

Re: creating weekly and semi annual dummies with @expand

Postby ray2013 » Wed Dec 25, 2013 6:54 am

thanks gareth

i have done first differencing and seasonal first differencing on my data. i have selected my best model for my first difference data and also selected a model for my seasonal first differenced data. i have used the models to forecast for a 4 month period outside my range.

my question is how do i covert the forecast values from my models to comparable figures like my original data because the models only forecasted differences for the 4 month period since my data was differenced.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: creating weekly and semi annual dummies with @expand

Postby EViews Glenn » Wed Dec 25, 2013 8:47 am

If you estimate your model with the differenced expression instead of a series generated from the differenced expression, the forecast procedure will give you the option of forecasting the original level. The docs have details.


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests