AR(1) forecast without independent variable
Posted: Tue Aug 18, 2009 10:53 pm
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
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