Forecast SE with lagged dependent variables
Posted: Wed Jan 24, 2018 10:14 am
Hi,
I need some help about forecasting standard errors in a lag dependent model (with and without coef uncertainty).
Eviews give me forecasted series but i can't manage to check values using formula in EViews Users Guide (http://www.eviews.com/help/helpintro.ht ... asics.html).
Could you explain which formulas does EViews use to calculate it for both with and without coef uncertainty (i understand it is a recursive one) ?
Thanks
I need some help about forecasting standard errors in a lag dependent model (with and without coef uncertainty).
Eviews give me forecasted series but i can't manage to check values using formula in EViews Users Guide (http://www.eviews.com/help/helpintro.ht ... asics.html).
Could you explain which formulas does EViews use to calculate it for both with and without coef uncertainty (i understand it is a recursive one) ?
Thanks