Hi,
Be great to get an answer on how to obtain standard errors from forecasts. I ask specifically about forecasts that are not in sample but outside the sample range like 2016. I am using a makemodel object for a pool.
stndard errors in forecast with makemodel object
Moderators: EViews Gareth, EViews Moderator
Re: stndard errors in forecast with makemodel object
This doesn't really answer my question. I have been through the manual etc Can you elaborate? The standard errors in the stochastic model can be derived how about deterministic model? I can't see an option.
Re: stndard errors in forecast with makemodel object
Deterministic model cannot have standard errors. You need to run/simulate it as a stochastic model. Or you can use the "Forecast" option in the equation (not the model) object itself.
Re: stndard errors in forecast with makemodel object
OK great thanks
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