forecast question

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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

forecast question

Postby startz » Thu Apr 22, 2021 3:39 pm

If you regress

Code: Select all

ls log(y) c x
and do a forecast for y do you just get exp(c+beta*x) or is an adjustment made to get an unbiased forecast including the exponentiated error term?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: forecast question

Postby EViews Gareth » Thu Apr 22, 2021 6:03 pm

The former
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: forecast question

Postby startz » Thu Apr 22, 2021 6:07 pm

Diolch
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