Forecast in ARIMA
Posted: Wed Feb 25, 2015 3:57 am
I try to forecast after I estimate ARIMA(1,1,0) model. I want to forecast VN-index and after checking stationary, I use first difference to estimate. But when I forecast, it's just a staright horizontal line, I am very confused. I guest I do something wrong but I do not realize it! I use command Ls dclose c ar(1) to estimate, and I click on estimate and it shows me a straight line.
In my file "dclose" is first difference of "close"! Please help me with that! I use Eviews 8.1 demo
In my file "dclose" is first difference of "close"! Please help me with that! I use Eviews 8.1 demo