Historical decomposition
Posted: Mon Dec 06, 2021 10:13 am
Hi,
I'm using Eviews 11 and I would like to know if it is possible to perform historical decomposition outside the estimation sample.
The problem is that with the data since Covid the model I'm using is now explosive do to the data outliers. So basically I would like to know the historical decomposition of the model in 2020 and 2021 but with the model estimated until 2019. Thank you for your help.
Best,
Aniss
I'm using Eviews 11 and I would like to know if it is possible to perform historical decomposition outside the estimation sample.
The problem is that with the data since Covid the model I'm using is now explosive do to the data outliers. So basically I would like to know the historical decomposition of the model in 2020 and 2021 but with the model estimated until 2019. Thank you for your help.
Best,
Aniss