Converting Standard Errors/Deviations
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Converting Standard Errors/Deviations
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!
Re: Converting Standard Errors/Deviations
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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