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Forecast series from model solution

Posted: Mon Mar 18, 2013 1:54 am
by mengk
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?

Re: Forecast series from model solution

Posted: Mon Mar 18, 2013 8:26 am
by EViews Gareth
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.

Re: Forecast series from model solution

Posted: Thu Jul 04, 2013 8:47 am
by felix.casares
Hello,
im from Ecuador.

please, how works the model solution and it forecast?

thanks