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Tagged with eviews forecasting
3 questions
0
votes
1
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54
views
Why the result of forecasting GARCH being constant?
I am new to researching modeling and forecasting using the GARCH model. So I am still confused about the result that I get. I forecast stock return volatility using Eviews. The best ARIMA model in my ...
- 1
0
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0
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25
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Equivalent of addfactors in R - Or, how to manually adjust a portion of a forecast
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 ...
- 85
1
vote
2
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227
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Forecasting 75 steps into the future ARIMA(1,1,1) Model EViews [closed]
Good afternoon,
I have an economics time series of around 3300 daily observations that go over 10 years.
I already developed and ARIMA(1,1,1) Model based on the autocorrelation and partial ...
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