Can eviews do backcast in ARIMA models?
Posted: Wed Jan 16, 2013 8:05 am
we know that eviews can do forecast. Can eviews do backcast in ARIMA models? If yes, how can eviews do it? thanks!
Code: Select all
series rev = @trend
sort(d) revi set it. but i could not get backcast outcome with your method of setting the forecast sample to be anything.Depends on what you mean by backcast. But in general, you can set the forecast sample to be anything, including periods pre-estimation sample.
thanks a lot! can you recommand some papers for me?If you are referring to dynamic models (e.g. ARIMA), then you'll need a little trick. Since backcasting is essentially a forecasting backwards from the initial point, you can reverse the order of data:Code: Select all
series rev = @trend sort(d) rev
we know that eviews can do forecast . Can eviews do backcast in ARIMA models?? If yes, how can eviews do it? thanks!
backcast in ARIMA models! thanks for your suggestionPerhaps you should explain in more detail what you're trying to do.