Fitted values in estimation with lag

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arnyeinstein
Posts: 2
Joined: Wed Aug 19, 2009 4:59 am

Fitted values in estimation with lag

Postby arnyeinstein » Tue Aug 24, 2010 8:19 am

Hi
I use Eviews 6 and fitted a time series model Y(t) = c(0) + c(1)Y(t-1) + c(2) X(t) .....
If I look at the fitted values, Eviews shows me the values using the actual value for the lagged Y variable and not the estimated lagged variable.
If I forecast Y(t) it uses the estimated lagged variable Y and not the actual value. (using dynamic forecast).
How can I get Eviews to forecast using the actual values? I tried static forecast but that did not give the fitted values.
Hope my question is clear enough.
Thanks
Arny

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Fitted values in estimation with lag

Postby EViews Gareth » Tue Aug 24, 2010 8:27 am

A static forecast gives you fitted values.


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