[Gretl-users] ARIMA Forecasting question
rmulani at fas.harvard.edu
Tue Jul 21 02:53:51 EDT 2009
I am using the forecasting feature for ARIMA (using the icon view, as
opposed to programming). Is there any way for me to forecast farther into
the future than the lags of independent variables? For example, can I
forecast GDP 3 quarters into the future using a 1-quarter lagged imports
variable? It seems to me that the dynamic forecast only works for the lagged
dependent variable (AR __), but not the independent variable, unless I am
doing something wrong.
Ravi Mulani -- rmulani at fas.harvard.edu -- 2015 Harvard Yard Mail Center
Cambridge 02138 --
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