Forecasting with ARDL

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saulstice
Posts: 3
Joined: Tue Aug 02, 2016 8:59 am

Forecasting with ARDL

Postby saulstice » Tue Sep 13, 2016 6:15 am

Dear Eviews forums,

I am using the ARDL model to forecast let's say the gdp of the eurozone with the following variable

dep : @pcy(eurozonegdp)
indep : @pcy(x1) @pcy(x2) and x3

I use the fit command to do a one-step forecast and was wondering if using the (d) option was a good idea or not? The outpout variable is already in a year-over-year percentage change format and is different from the @pcy(y) I would get from the fit withoput the (d) option. The help file on the (d) option topic is not very comprehensive.

Could someone shed some light on the matter or direct me towards some documentation on the subject if my case is helpless (or both!)

Thanks!

jmagomez
Posts: 68
Joined: Wed Aug 08, 2012 10:24 am

Re: Forecasting with ARDL

Postby jmagomez » Wed Oct 19, 2016 1:14 pm

Hello, saulstice.
Could you send me your file?
I will try to understand better what you are intending to do. Do you move forward since this day? If so, could you tell me?
Regards.


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