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
AR(1) forecast without independent variable
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startz
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Re: AR(1) forecast without independent variable
you want the @trend function
Re: AR(1) forecast without independent variable
Thanks for the quick answer.
I' ll check it over.
I' ll check it over.
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