Ex-Post and Ex-Ante


Ex-Post and Ex-Ante

Author
Message
e in stl
Forum Newbie
Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)

Group: Forum Members
Posts: 1, Visits: 1

Hi.  I need a bit of help with forecasting.

For example, if I have been given the following AR(2) model via Excel:  y(t) = .178 + .887y(t-1) + .081y(t-2) + e(t)

If I want to do a forecast, I understand that I would use the last 2 actual data points from the time series to be y(t-1) and y(t-2), but where do i get e(t) to reach the correct result???

[NEAS: The expected value of e(t) for a forecast is zero.]


GO
Merge Selected
Merge into selected topic...



Merge into merge target...



Merge into a specific topic ID...





Reading This Topic


Login
Existing Account
Email Address:


Password:


Social Logins

  • Login with twitter
  • Login with twitter
Select a Forum....











































































































































































































































Neas-Seminars

Search