Forecasting AR(4) regression: dynamic or static?

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arbitragephone
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Joined: Thu Jun 02, 2011 4:58 am

Forecasting AR(4) regression: dynamic or static?

Postby arbitragephone » Thu Jun 02, 2011 5:12 am

Hi there,

I am attempting to forecast quarterly change in inflation, Δinflation, with an AR(4) regression. Specifically, I have data 1990Q1 to 2010Q1, and I want to forecast 2010Q2 to 2011Q2.

I'm wondering whether I should use dynamic or static forecasting? I don't know which one I should choose.

Thank you.
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