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AR(1) forecast without independent variable

Posted: Tue Aug 18, 2009 10:53 pm
by ermis
Hi guys! It's really nice to have you here helping us with Eviews.

My question is as follows:

I have 5856 daily observations for a stock as unstructured data.

I tried several AR models without any other independent variable.

Is it possible to make out-of-sample forecasts from en equation like this?

Price = c date{as an integer number} ar(1) ar(2)

If yes, is there a tutorial available or a specific section at the Eviews manual?

TIA

Re: AR(1) forecast without independent variable

Posted: Wed Aug 19, 2009 9:07 am
by startz
you want the @trend function

Re: AR(1) forecast without independent variable

Posted: Thu Aug 20, 2009 3:41 am
by ermis
Thanks for the quick answer.
I' ll check it over.