Re: [Gretl-users] ARMA models forecast in a Spreadsheet
Try something simple like
1. Put x the variable to be forecast in the first column, xhat in the
second and e the error term in the third
2. Your first xhat will be the 4th value. Enter zeros for the first
three residuals.
3. You can now get a estimate for xhat(4). (I hope that you are using
gretl to obtain the coefficients for that expression). You acn
estimate the fourth residual as y(4) - yhat(4).
You can now simply copy the formulas that you have entered in the
fourth row to the remaining rows
Best Regards
John
On 20/11/2007, Marcos Larios <sonnycrack(a)gmail.com> wrote:
Hi list,
Whenever I do a forecast I always let gretl to do it for me and don't worry
about anything else, the problem is that I need to send a spreadsheet to a
client, and he "NEEDS" the calculation to be in there (Don't ask me why,
he
thinks that models are to photos not to math), anyway, I don't seem to find
any reference that tells me how to forecast in a spreadsheet, I have an
ARMA(2,3) model but I don't know how to make the MA forecast in a
spreadsheet, the AR part is simple but the MA part I can't get past it, if
someone has already done something similar please advice, I don't want an
add-in or add-on or macro, I need it to be in a simple formula no matter if
I need set the recursive formula option on, thanks in advance.
--
Marcos Larios Santa Rosa
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John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
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