Loop function for AR(1) series
Posted: Fri Jan 13, 2023 12:10 am
Hello. It's my first time to use EViews and there are so many difficulties dealing with this program.
I want to make one time series set and it follows AR(1) process.
It means I only have an initial value(i.e. y(0)=0)
and using some equation (i.e. y(t)=3*y(t-1)+24/5)
I want to make whole time series from 2000m01 to 2020m12.
I tried "for" and "if" command but failed to get the result.
If anyone here can help me to solve this problem?
I want to make one time series set and it follows AR(1) process.
It means I only have an initial value(i.e. y(0)=0)
and using some equation (i.e. y(t)=3*y(t-1)+24/5)
I want to make whole time series from 2000m01 to 2020m12.
I tried "for" and "if" command but failed to get the result.
If anyone here can help me to solve this problem?