Forecasting formula
Posted: Thu Sep 26, 2013 2:23 am
I'm working on a project where I have to do a 20-step-ahead forecast. I have a lot of variables (+/- 300). From the equation I can do a 1-step-ahead forecast (static). Is there any way that I can see which formula EViews uses to do this 1-step-ahead forecasts? This will give me insight into how to do the next couple forecasts, especially when having so many variables. Thanks in advance!