We currently use eviews for our forecasts. Our models tend to perform OK over a longer timeframe but perform dreadfully in the shorter term. Typically, we will overwrite these numbers to adjust the forecast. It is straightforward in eviews. Before you solve the model, you change the residuals in the forecast period. This has the suffix "_a".

Is there an equivalent way to amend or overwrite periods of forecasts using R instead of eviews?

I understand it could be package-specific, so I will mostly be using the ARDL or forecast package.

  • $\begingroup$ Asking only about R packages or programming is off-topic here, so maybe you could reformulate to make the Q more about methodology? $\endgroup$ – kjetil b halvorsen Apr 28 at 12:12
  • $\begingroup$ @kjetilbhalvorsen - Thanks. I'm not really looking for programming help, more just an understanding of if an econometric functionality in a program exists. Hopefully on topic. $\endgroup$ – Jamzy Apr 29 at 1:19

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