AR(1) forecast without independent variable

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ermis
Posts: 2
Joined: Wed Aug 05, 2009 10:25 am

AR(1) forecast without independent variable

Postby ermis » Tue Aug 18, 2009 10:53 pm

Hi guys! It's really nice to have you here helping us with Eviews.

My question is as follows:

I have 5856 daily observations for a stock as unstructured data.

I tried several AR models without any other independent variable.

Is it possible to make out-of-sample forecasts from en equation like this?

Price = c date{as an integer number} ar(1) ar(2)

If yes, is there a tutorial available or a specific section at the Eviews manual?

TIA

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: AR(1) forecast without independent variable

Postby startz » Wed Aug 19, 2009 9:07 am

you want the @trend function

ermis
Posts: 2
Joined: Wed Aug 05, 2009 10:25 am

Re: AR(1) forecast without independent variable

Postby ermis » Thu Aug 20, 2009 3:41 am

Thanks for the quick answer.
I' ll check it over.


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