[Gretl-users] Performing a Backcast in Gretl

[Arthur Gouveia]

X-12-Arima v.03 documentations explain backcast. Just don't ask me how to do
it ;)

2008/4/4, Thomas La Bone <labone at gforcecable.com>:
>
>
> I am working on a problem where I want to backcast a time series, i.e.,
> forecast into the past to a time before the measurements of the times series
> were available.
>
> None of the software packages I have access to (including Gretl) appear to
> offer an explicit backcasting option. I have read that a stationary time
> series is time-invariant, i.e., it has the same properties forwards and
> backwards in time. So, when I go to backcast the data is it valid to analyze
> the data in Gretl in reverse order and just do a regular forecast?
>
> Tom
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20080404/2201334c/attachment.htm