Forecast series from model solution

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mengk
Posts: 5
Joined: Tue Nov 06, 2012 4:58 pm

Forecast series from model solution

Postby mengk » Mon Mar 18, 2013 1:54 am

Hi

I am trying to forecast from realized garch logl object, so I create a model object from it. I solved the model using actual scenarios. Am I right to interpret that to solve the model is to forecast it? If so, how do I obtain a forecast series from it?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: Forecast series from model solution

Postby EViews Gareth » Mon Mar 18, 2013 8:26 am

Yes, solving the model is forecasting. Solve the baseline scenario. Then you'll be left with a series called Y_0 (assuming your dependent variable was called Y) in your workfile, containing the forecast values.

felix.casares
Posts: 23
Joined: Fri Jun 21, 2013 11:34 am

Re: Forecast series from model solution

Postby felix.casares » Thu Jul 04, 2013 8:47 am

Hello,
im from Ecuador.

please, how works the model solution and it forecast?

thanks


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