Can eviews perform backcast in ARDL/ECM models?
Posted: Tue Jun 08, 2021 1:18 am
I have estimated an ARDL model for the period 2015-2020. However, I would like to backcast the period 2010-2015 for which no data of the dependent variable is available. I have though all the values of all the other variables.
Is it possible with eviews? Is there a trick or loop that I can use?
Note 1: I type in the forecast sample the respective period (2010-2015). But I received an error message stating “Unable to compute due to missing data”. In my view, the missing data are exactly the ones that I would like to forecast, i.e. the dependent variable.
Note 2: I tried to use a previous forum contribution on reversing the time series but it did not work esp. as it was not clear whether I could use the same model (co-efficients), applied though in reverse order (e.g. http://forums.eviews.com/viewtopic.php? ... ing#p25848)
Is it possible with eviews? Is there a trick or loop that I can use?
Note 1: I type in the forecast sample the respective period (2010-2015). But I received an error message stating “Unable to compute due to missing data”. In my view, the missing data are exactly the ones that I would like to forecast, i.e. the dependent variable.
Note 2: I tried to use a previous forum contribution on reversing the time series but it did not work esp. as it was not clear whether I could use the same model (co-efficients), applied though in reverse order (e.g. http://forums.eviews.com/viewtopic.php? ... ing#p25848)