Dynamic forecast with step
Posted: Tue May 27, 2014 8:31 am
Hello to all masters of eviews
Anybody know, how exactly do a dynamic forecasting of autoregression equation. For a case a hourly series, I got a equation:
price c price(-1) price(-2) price(-24) price(-48) price(-168)
And I need to forecast the the price from observation 241 to 264 and then comes next day 265 to 288 and thirt day 289 to 312, ... I need to dynamic forecast series sample from 241 to 33264. I think I have to do somethin with "for" case, but I don`t know, how to do that to will be working good.
What I have to write on Forecast sample below.?
Anybody know, how exactly do a dynamic forecasting of autoregression equation. For a case a hourly series, I got a equation:
price c price(-1) price(-2) price(-24) price(-48) price(-168)
And I need to forecast the the price from observation 241 to 264 and then comes next day 265 to 288 and thirt day 289 to 312, ... I need to dynamic forecast series sample from 241 to 33264. I think I have to do somethin with "for" case, but I don`t know, how to do that to will be working good.
What I have to write on Forecast sample below.?