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Re: creating weekly and semi annual dummies with @expand

Posted: Wed Dec 25, 2013 6:52 am
by ray2013
thanks gareth

i have done first differencing and seasonal first differencing on my data. i have selected my best model for my first difference data and also selected a model for my seasonal first differenced data. i have used the models to forecast for a 4 month outside my range.

my question is how do i covert the forecast values from my models to comparable figures like my original data. because they only forecast differences for the 4 months because i differenced the data.

Re: creating weekly and semi annual dummies with @expand

Posted: Wed Dec 25, 2013 6:54 am
by ray2013
thanks gareth

i have done first differencing and seasonal first differencing on my data. i have selected my best model for my first difference data and also selected a model for my seasonal first differenced data. i have used the models to forecast for a 4 month period outside my range.

my question is how do i covert the forecast values from my models to comparable figures like my original data because the models only forecasted differences for the 4 month period since my data was differenced.

Re: creating weekly and semi annual dummies with @expand

Posted: Wed Dec 25, 2013 8:47 am
by EViews Glenn
If you estimate your model with the differenced expression instead of a series generated from the differenced expression, the forecast procedure will give you the option of forecasting the original level. The docs have details.