EViews.com

Hello! I'm using the formal unit root test, and i had eviews find the optimal lag w/ max lag of 8. usually, i click 'forecast' to get the RSME of forecast errors for static and dynamic but i can't find the forecast button. Also, how do you make forecasts for the next four quarters using this unit root test?

Thanks so much!

I'm not sure what you mean by forecast from a test.

For my homework, it says test for stationarity using formal unit root test. I had eviews find the optimal lag at 8 and my homework says, use the data from 1960 to 2000 to estimate various models and evaluate the out of sample forecasting ability. Does this mean that I actually have an AR(8) model and that I should estimate an equation of my response variable and AR(8) and then find the RMSE and forecast the rest of 2004?

Probably.

I forgot that Eviews gives you the augmented DIckey Fuller test equation and I think that's how you get the RMSE. But, how do i get forecasts for these models? I clicked 'forecast' and I am trying to use 2001:01- 2003:04 to make the forecasts for 2004 but eviews keeps saying N/A even after I apply the forecast.