Forecast vs. Fitted Values...
Posted: Sat May 22, 2010 10:11 pm
I estimated an ARMA-GARCH model. and clicked on residuals. The FITTED values were what I wanted. It ranged from 100 in 2001 to 800 in 2009.
I computed DYNAMIC FORECASTs. The spreadsheet shows values from 100 in 2001 to 550 in 2009.
What am I doing wrong? The FITTED values are the desired set of numbers but the FORECAST button does NOT give me that.
Thanks
I computed DYNAMIC FORECASTs. The spreadsheet shows values from 100 in 2001 to 550 in 2009.
What am I doing wrong? The FITTED values are the desired set of numbers but the FORECAST button does NOT give me that.
Thanks