forecast
Posted: Fri Oct 07, 2016 12:38 am
Problem in forecasting with static model
I have a problem in forecasting with my static model in the workfiles. I have estimated my model with the dataset from 2000m01 to 2015m08 and now I want to estimate the "virtual future" from 2000m01 to 2016m01 for one variable. When I try to do this I get only one point of forecast due to the adjustment of the sample (static and dynamic forecast as well). I can't understand why there is an adjustment because I don't have any missing data a
Am I making a mistake?
Can someone help me to find the way to get my forecast?
How to make 5-step ahead forecast
How can I make 5-steps ahead forecasts in arima models, var and vec?
I have a problem in forecasting with my static model in the workfiles. I have estimated my model with the dataset from 2000m01 to 2015m08 and now I want to estimate the "virtual future" from 2000m01 to 2016m01 for one variable. When I try to do this I get only one point of forecast due to the adjustment of the sample (static and dynamic forecast as well). I can't understand why there is an adjustment because I don't have any missing data a
Am I making a mistake?
Can someone help me to find the way to get my forecast?
How to make 5-step ahead forecast
How can I make 5-steps ahead forecasts in arima models, var and vec?