AR1 forecasts variability?
Posted: Wed Nov 13, 2013 2:04 am
Hi everyone!
Does any one know how to compute manually the forecasts standard errors for an AR1 model?
I mean, Eviews does provide the series but when I try to replicate it manually I seem to always underestimate the values...
Many thank*
Does any one know how to compute manually the forecasts standard errors for an AR1 model?
I mean, Eviews does provide the series but when I try to replicate it manually I seem to always underestimate the values...
Many thank*