- 1、原创力文档(book118)网站文档一经付费(服务费),不意味着购买了该文档的版权,仅供个人/单位学习、研究之用,不得用于商业用途,未经授权,严禁复制、发行、汇编、翻译或者网络传播等,侵权必究。。
- 2、本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。如您付费,意味着您自己接受本站规则且自行承担风险,本站不退款、不进行额外附加服务;查看《如何避免下载的几个坑》。如果您已付费下载过本站文档,您可以点击 这里二次下载。
- 3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等,请点击“版权申诉”(推荐),也可以打举报电话:400-050-0827(电话支持时间:9:00-18:30)。
- 4、该文档为VIP文档,如果想要下载,成为VIP会员后,下载免费。
- 5、成为VIP后,下载本文档将扣除1次下载权益。下载后,不支持退款、换文档。如有疑问请联系我们。
- 6、成为VIP后,您将拥有八大权益,权益包括:VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
- 7、VIP文档为合作方或网友上传,每下载1次, 网站将根据用户上传文档的质量评分、类型等,对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档
查看更多
ForecastingUsingEviews2.0AnOverviewSomePreliminaries
Forecasting Using Eviews 2.0: An Overview
Some Preliminaries
In what follows it will be useful to distinguish between ex post and ex ante forecasting. In terms
of time series modeling, both predict values of a dependent variable beyond the time period in
which the model is estimated. However, in an ex post forecast observations on both endogenous
variables and the exogeneous explanatory variables are known with certainty during the forecast
period. Thus, ex post forecasts can be checked against existing data and provide a means of
evaluating a forecasting model. An ex ante forecast predicts values of the dependent variable
beyond the estimation period, using explanatory variables that may or may not be known with
certainty.
Forecasting References
Bowerman and O’Connell, 1993: Forecasting and Time Series: An Applied Approach, Third
Edition, The Duxbury Advanced Series in Statistics and Decision Sciences, Duxbury
Press, Belmont, CA. ISBN: 0-534-93251-7
Gaynor and Kirkpatrick, 1994: Introduction to Time-Series Modeling and Forecasting in
Business and Economics, McGraw-Hill, Inc. ISBN: 0-07-034913-4
Pankratz, 1994: Forecasting with Dynamic Regression Models, Wiley-Interscience. ISBN: 0-471-
61528-5.
Pindyck Rubinfeld, 1991. Econometric Models and Economic Forecasts, Third Edition,
McGraw-Hill, Inc. ISBN: 0-07-050098-3 (note: Fourth Edition now available)
Univariate Forecasting Methods
The following will illustrate various forecasting techniques using the GA caseload data in the
workfile caseload.wf1. I will explain various Eviews commands and statistical output.
Example: GA caseload data
Load the data in the Eviews workfile caseload.wf1:
File/Open
Filename: caseload.wf1
Drives: a:
Directories: a:\
Check the Update Default Directory box
OK
Notice that the workfile range is 1973:07 2002:12. I have added several variables and equations
to the workfile that will be used
您可能关注的文档
- Elementalcarbon,(EC),ispredominantlyformedthrough.doc
- Emailnetworksandthespreadofcomputerviruses.pdf
- EmergencymanagementStrategicriskassessmenttemplate.doc
- EmergencyStorageofGrain.pdf
- EmergingThreatstoBusinessSecurity-Bitdefender.pdf
- ELG5372ErrorControlCoding.ppt
- ElementsofFeedbackControl-IowaStateUniversity.ppt
- Empiricalformulaofisothermalbainitestarttemperatureof.pdf
- EmotionalFeelingsAreTheyaSourceofKnowledge.doc
- EMPLOYEECOMPUTER,E-MAIL,ANDINTERNETUSAGEPOLICY-LegalZoom.pdf
- FOREIGNDIRECTINVESTMENTSINREALESTATE.doc
- FOREIGNDIRECTINVESTMENTTHEORYANDSTRATEGY.doc
- FlatsSymposium-USPS.ppt
- flyingv.ucsd.edu.pdf
- FOREIGNINVESTMENT.pdf
- ForeignExchangeKnock-OutCallOption.pdf
- ForeignDirectInvestmentandCapitalBudgeting.ppt
- ForensicDeathInvestigationSymposium.pdf
- ForeignfirmsbecomelargerinChina.pdf
- FORGIVENBYGRACEACHRISTIANROMANCESTORY.pdf
文档评论(0)