dynamic backcasting of time series
Posted: Mon Mar 21, 2011 4:08 pm
Hi,
I have one question related to backcasting. I'd like to backcast values for time series having the most recent value in line with the growth rates of another time series.
However, if I try to fill up my time series using the below line of code it does not work dynamically (only statically for one observation(t) ).
any ideas appreciated
best, Krzysztof
aSer - series to be backcasted
aSer2 - series containing the growth rates for backcasting
I have one question related to backcasting. I'd like to backcast values for time series having the most recent value in line with the growth rates of another time series.
However, if I try to fill up my time series using the below line of code it does not work dynamically (only statically for one observation(t) ).
any ideas appreciated
best, Krzysztof
Code: Select all
aSer = @nan(aSer, aSer(+1)*aSer2/aSer2(+1))aSer2 - series containing the growth rates for backcasting