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I am trying to estimate an equation for sample from 2005-jan to 2013-nov in a single equation ar(1) ar(6) ma(1) however the forcast for the variable is the same from 2009-jan to 2014. I tried with holdrick prescot as well and I get the same problem after some time 2006-04 there is not change in the forecast, what can be happened same thing is happennig with all variables. thank you

Without knowing exactly what you're doing, it is hard to say what you're doing wrong.

Hi thank you for your answer,

I have the following data:

date v
01/01/2005 0,82%
01/02/2005 1,02%
01/03/2005 0,77%
01/04/2005 0,44%
01/05/2005 0,41%
01/06/2005 0,40%
01/07/2005 0,05%
01/08/2005 0,00%
01/09/2005 0,43%
01/10/2005 0,23%
01/11/2005 0,11%
01/12/2005 0,07%
01/01/2006 0,54%
01/02/2006 0,66%
01/03/2006 0,70%
01/04/2006 0,45%
01/05/2006 0,33%
01/06/2006 0,30%
01/07/2006 0,41%
01/08/2006 0,39%
01/09/2006 0,29%
01/10/2006 -0,14%
01/11/2006 0,24%
01/12/2006 0,23%
01/01/2007 0,77%
01/02/2007 1,17%
01/03/2007 1,21%
01/04/2007 0,90%
01/05/2007 0,30%
01/06/2007 0,12%
01/07/2007 0,17%
01/08/2007 -0,13%
01/09/2007 0,08%
01/10/2007 0,01%
01/11/2007 0,47%
01/12/2007 0,49%
01/01/2008 1,06%
01/02/2008 1,51%
01/03/2008 0,81%
01/04/2008 0,71%
01/05/2008 0,93%
01/06/2008 0,86%
01/07/2008 0,48%
01/08/2008 0,19%
01/09/2008 -0,19%
01/10/2008 0,35%
01/11/2008 0,28%
01/12/2008 0,44%
01/01/2009 0,59%
01/02/2009 0,84%
01/03/2009 0,50%
01/04/2009 0,32%
01/05/2009 0,01%
01/06/2009 -0,06%
01/07/2009 -0,04%
01/08/2009 0,04%
01/09/2009 -0,11%
01/10/2009 -0,13%
01/11/2009 -0,07%
01/12/2009 0,08%
01/01/2010 0,69%
01/02/2010 0,83%
01/03/2010 0,25%
01/04/2010 0,46%
01/05/2010 0,10%
01/06/2010 0,11%
01/07/2010 -0,04%
01/08/2010 0,11%
01/09/2010 -0,14%
01/10/2010 -0,09%
01/11/2010 0,19%
01/12/2010 0,65%
01/01/2011 0,91%
01/02/2011 0,60%
01/03/2011 0,27%
01/04/2011 0,12%
01/05/2011 0,28%
01/06/2011 0,32%
01/07/2011 0,14%
01/08/2011 -0,03%
01/09/2011 0,31%
01/10/2011 0,19%
01/11/2011 0,14%
01/12/2011 0,42%
01/01/2012 0,73%
01/02/2012 0,61%
01/03/2012 0,12%
01/04/2012 0,14%
01/05/2012 0,30%
01/06/2012 0,08%
01/07/2012 -0,02%
01/08/2012 0,04%
01/09/2012 0,29%
01/10/2012 0,16%
01/11/2012 -0,14%
01/12/2012 0,09%
01/01/2013 0,30%
01/02/2013 0,44%
01/03/2013 0,21%
01/04/2013 0,25%
01/05/2013 0,28%
01/06/2013 0,23%
01/07/2013 0,04%
01/08/2013 0,08%
01/09/2013 0,29%
01/10/2013 -0,26%
01/11/2013 -0,22%

however when I estimate the equation ar(1) ar (6) the results I get in the forecast are those:
DATE VFORECAST
01/01/2005 NA
01/02/2005 NA
01/03/2005 NA
01/04/2005 NA
01/05/2005 NA
01/06/2005 NA
01/07/2005 0,253%
01/08/2005 0,156%
01/09/2005 0,152%
01/10/2005 0,209%
01/11/2005 0,243%
01/12/2005 0,261%
01/01/2006 0,297%
01/02/2006 0,333%
01/03/2006 0,351%
01/04/2006 0,350%
01/05/2006 0,344%
01/06/2006 0,337%
01/07/2006 0,327%
01/08/2006 0,316%
01/09/2006 0,307%
01/10/2006 0,303%
01/11/2006 0,302%
01/12/2006 0,302%
01/01/2007 0,304%
01/02/2007 0,308%
01/03/2007 0,311%
01/04/2007 0,313%
01/05/2007 0,314%
01/06/2007 0,315%
01/07/2007 0,315%
01/08/2007 0,314%
01/09/2007 0,313%
01/10/2007 0,313%
01/11/2007 0,312%
01/12/2007 0,311%
01/01/2008 0,311%
01/02/2008 0,311%
01/03/2008 0,311%
01/04/2008 0,312%
01/05/2008 0,312%
01/06/2008 0,312%
01/07/2008 0,312%
01/08/2008 0,312%
01/09/2008 0,312%
01/10/2008 0,312%
01/11/2008 0,312%
01/12/2008 0,312%
01/01/2009 0,312%
01/02/2009 0,312%
01/03/2009 0,312%
01/04/2009 0,312%
01/05/2009 0,312%
01/06/2009 0,312%
01/07/2009 0,312%
01/08/2009 0,312%
01/09/2009 0,312%
01/10/2009 0,312%
01/11/2009 0,312%
01/12/2009 0,312%
01/01/2010 0,312%
01/02/2010 0,312%
01/03/2010 0,312%
01/04/2010 0,312%
01/05/2010 0,312%
01/06/2010 0,312%
01/07/2010 0,312%
01/08/2010 0,312%
01/09/2010 0,312%
01/10/2010 0,312%
01/11/2010 0,312%
01/12/2010 0,312%
01/01/2011 0,312%
01/02/2011 0,312%
01/03/2011 0,312%
01/04/2011 0,312%
01/05/2011 0,312%
01/06/2011 0,312%
01/07/2011 0,312%
01/08/2011 0,312%
01/09/2011 0,312%
01/10/2011 0,312%
01/11/2011 0,312%
01/12/2011 0,312%
01/01/2012 0,312%
01/02/2012 0,312%
01/03/2012 0,312%
01/04/2012 0,312%
01/05/2012 0,312%
01/06/2012 0,312%
01/07/2012 0,312%
01/08/2012 0,312%
01/09/2012 0,312%
01/10/2012 0,312%
01/11/2012 0,312%
01/12/2012 0,312%
01/01/2013 0,312%
01/02/2013 0,312%
01/03/2013 0,312%
01/04/2013 0,312%
01/05/2013 0,312%
01/06/2013 0,312%
01/07/2013 0,312%
01/08/2013 0,312%
01/09/2013 0,312%
01/10/2013 0,312%
01/11/2013 0,312%
01/12/2013 0,312%
01/01/2014 0,312%
01/02/2014 0,312%
01/03/2014 0,312%
01/04/2014 0,312%
01/05/2014 0,312%
01/06/2014 0,312%
01/07/2014 0,312%
01/08/2014 0,312%
01/09/2014 0,312%
01/10/2014 0,312%
01/11/2014 0,312%
01/12/2014 0,312%

I dont know why it is not changing the values after some point, also I make a holdrick presccot filter to the original data, and I tried to forecast with the adjusted data but I got same problem after some data points.

thank you for your help

What is the version and build date of your copy of EViews? (Help/About EViews)
What is the smpl set at? (It would be better if you posted the workfile including the equation you used for the forecast.)

I dont know why it is not changing the values after some point, also I make a holdrick presccot filter to the original data, and I tried to forecast with the adjusted data but I got same problem after some data points.

I think there is a confusion between the one-step ahead and multi-step ahead forecasting exercise here. If former is the case, you can choose "Static Forecast" to see how your model fits your data in-sample (e.g. Jan 2005-Nov 2013). In the latter case, "dynamic forecast" would be the appropriate choice (e.g. Dec 2013 - Dec 2014). I can tell from the results that you have carried out an in-sample dynamic forecasting. And therefore, forecasts have converged to their conditional mean at some point, as expected...

I dont know why it is not changing the values after some point, also I make a holdrick presccot filter to the original data, and I tried to forecast with the adjusted data but I got same problem after some data points.

I think there is a confusion between the one-step ahead and multi-step ahead forecasting exercise here. If former is the case, you can choose "Static Forecast" to see how your model fits your data in-sample (e.g. Jan 2005-Nov 2013). In the latter case, "dynamic forecast" would be the appropriate choice (e.g. Dec 2013 - Dec 2014). I can tell from the results that you have carried out an in-sample dynamic forecasting. And therefore, forecasts have converged to their conditional mean at some point, as expected...

Thank you, your are right initially I used the dynamic forecast, but then when I change it to static I can only get forecast for 1 month dec 2013, Do you any suggestions in how can I get the results the other months 2014-jan to 2014-dec?

Select "Dynamic forecast" and set the sample to "2013M12 2014M12". If you are not familiar with ARMA forecasting, please refer to a textbook or visit the following discussion in the forum: ARIMA Estimation and Forecasting As for the EViews implementation of forecasting in general, I also recommend the Chapter 8 of Startz' "Eviews Illustrated", which also has a very nice and brief introduction of the theory.

thank you it solves the problem! :D