Forecast vs. Fitted Values...

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whoami
Posts: 13
Joined: Sun Aug 16, 2009 10:42 am

Forecast vs. Fitted Values...

Postby whoami » Sat May 22, 2010 10:11 pm

I estimated an ARMA-GARCH model. and clicked on residuals. The FITTED values were what I wanted. It ranged from 100 in 2001 to 800 in 2009.

I computed DYNAMIC FORECASTs. The spreadsheet shows values from 100 in 2001 to 550 in 2009.

What am I doing wrong? The FITTED values are the desired set of numbers but the FORECAST button does NOT give me that.
Thanks
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whoami
Posts: 13
Joined: Sun Aug 16, 2009 10:42 am

Re: Forecast vs. Fitted Values...

Postby whoami » Sat May 22, 2010 10:29 pm

Never mind. I found what I was doing wrong. Thanks
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