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Series Y = Y(-1) + k

Posted: Wed Apr 14, 2010 10:39 am
by fmgoto
Hey, this might have already been discussed, but I could not find it.

When I try to create the series below, I get just the next forecast (one-step, Jan 2010) and not the whole sample (say, until Mar 2010). I guess that it happens that Eviews cannot update dynamically the "y" series one step at a time.

Is there a way I can get the whole sample?

series y = exp( log(y(-1)) + dlog_hat )

Thanks in advance and apologies if this is redundant!

Re: Series Y = Y(-1) + k

Posted: Wed Apr 14, 2010 10:50 am
by EViews Gareth
Really isn't clear what you mean here. The following code will "forecast" the entire 2010 year, not just the first observation:

Code: Select all

create m 1990 2011 series dlog_hat=rnd smpl 1990 2009 series y=rnd 'forecast smpl 2010 2011 series y = exp(log(y(-1)) + dlog_hat)

Re: Series Y = Y(-1) + k

Posted: Wed Apr 14, 2010 11:58 am
by fmgoto
Got it. Thanks.