FW: [Gretl-users] Back forecasting

Hello again, I have a problem with your help task. My model is something like that: log[y(t)] = c + (alpha+ betaB)log[x(t)] + N(t) (1 - phi(1)B - phi(2)B^2)(1-Phi(1)B^4)N(t)=a(t) So, past values of x are needed to do back forecast. Do I need to create a new model for the new time-serie? But it doesn't have sense... Do you know how can I do that? Thank you very much. Nieves. From: nievesanchez(a)hotmail.comTo: gretl-users(a)lists.wfu.eduSubject: RE: [Gretl-users] Back forecastingDate: Tue, 24 Jun 2008 13:28:34 +0200 I'll try it! Thank you very much.> From: ignacio.diaz-emparanza(a)ehu.es&gt; To: gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] Back forecasting> Date: Tue, 24 Jun 2008 13:15:02 +0200> > El Tuesday 24 June 2008 12:00:25 Nieves Sánchez Martínez escribió:> > Hello,> > I have two time-series with different window observation. I have values for> > the first one in [0, T] and for the second one in [t1, T] where 0 < t1 < T.> > So, they match in a little window [t1, T]. I have an ARIMA model including> > two series and I would like to rebuild the second one to the no observed> > period, I mean to the period [0, t1]. How could I do that with Gretl?> > You can reverse the order of the data and then you can do normal forecasting.> To see how to reverse the order, look at the user's guide, section 13.1> > > > -- > Ignacio Diaz-Emparanza > DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) > UPV/EHU> Avda. Lehendakari Aguirre, 83 | 48015 BILBAO> T.: +34 946013732 | F.: +34 946013754> www.et.bs.ehu.es > > _______________________________________________> Gretl-users mailing list> Gretl-users(a)lists.wfu.edu&gt; http://lists.wfu.edu/mailman/listinfo/gretl-users Sigue de cerca las últimas tendencias y lo que más rompe MSN Vídeo _________________________________________________________________ Tecnología, moda, motor, viajes,…suscríbete a nuestros boletines para estar siempre a la última Guapos y guapas, clips musicales y estrenos de cine.