Differenced model to level model

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Otto
Posts: 4
Joined: Fri Oct 02, 2015 2:14 pm

Differenced model to level model

Postby Otto » Fri Oct 02, 2015 2:18 pm

Hey,
I've estimated a differenced model : D(LGDP)=0.51+0.097*(LDFI)+0.01(LGDP(-6)) : the estimated model (1st difference as you see)
I need the level estimated model : LGDP =
any help/suggestion please? :(
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Differenced model to level model

Postby startz » Fri Oct 02, 2015 2:20 pm

The forecast tab should give you the option of forecasting either D(LGDP) or LGDP. Alternatively,

LGDP_2 = D(LGDP)_2 + LGDP_1
etc.
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Otto
Posts: 4
Joined: Fri Oct 02, 2015 2:14 pm

Re: Differenced model to level model

Postby Otto » Fri Oct 02, 2015 2:29 pm

The forecast tab should give you the option of forecasting either D(LGDP) or LGDP. Alternatively,

LGDP_2 = D(LGDP)_2 + LGDP_1
etc.
it worked thank you so much
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