How to compute forecast S.E. ?
Posted: Sun Apr 03, 2011 8:55 am
Hello!
Can anybody help me, please?
I want to know, how EViews compute forecast S.E.
I found in User Guide following: For a single equation without lagged dependent variables or ARMA terms, the forecast standard errors are computed as:
But how EViews computes forecast S.E. when there is term ar(1) in mean equation?
Can anybody help me, please?
I want to know, how EViews compute forecast S.E.
I found in User Guide following: For a single equation without lagged dependent variables or ARMA terms, the forecast standard errors are computed as:
But how EViews computes forecast S.E. when there is term ar(1) in mean equation?