Fitted values in estimation with lag
Posted: Tue Aug 24, 2010 8:19 am
Hi
I use Eviews 6 and fitted a time series model Y(t) = c(0) + c(1)Y(t-1) + c(2) X(t) .....
If I look at the fitted values, Eviews shows me the values using the actual value for the lagged Y variable and not the estimated lagged variable.
If I forecast Y(t) it uses the estimated lagged variable Y and not the actual value. (using dynamic forecast).
How can I get Eviews to forecast using the actual values? I tried static forecast but that did not give the fitted values.
Hope my question is clear enough.
Thanks
Arny
I use Eviews 6 and fitted a time series model Y(t) = c(0) + c(1)Y(t-1) + c(2) X(t) .....
If I look at the fitted values, Eviews shows me the values using the actual value for the lagged Y variable and not the estimated lagged variable.
If I forecast Y(t) it uses the estimated lagged variable Y and not the actual value. (using dynamic forecast).
How can I get Eviews to forecast using the actual values? I tried static forecast but that did not give the fitted values.
Hope my question is clear enough.
Thanks
Arny