Converting Standard Errors/Deviations

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kkp318
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Joined: Tue Apr 20, 2010 9:51 am

Converting Standard Errors/Deviations

Postby kkp318 » Fri Aug 13, 2010 11:27 am

I have a regression that I've calculated on a growth series, but I'm looking to now convert that series to levels and graph it. I want to create a band of standard errors or standard deviations for the level series, but I can't figure out how to convert the standard errors and standard deviations to correspond with the level series rather than the growth series. Does anyone know if Eviews 6 is capable of doing this? And if you can do it in Eviews, can you tell me how? Thanks for the help!

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Converting Standard Errors/Deviations

Postby trubador » Fri Aug 13, 2010 12:22 pm

If you defined the dependent variable in terms of EViews' functions (e.g. dlog(), @pc()), then you would have both options (level and change) to generate in-sample forecasts along with error bands. Hit the "Forecast" tab in the Equation window to see your options.


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