X-12-Arima v.03 documentations explain backcast. Just don&#39;t ask me how to do it ;)<br><br><div><span class="gmail_quote">2008/4/4, Thomas La Bone &lt;<a href="mailto:labone@gforcecable.com">labone@gforcecable.com</a>&gt;:</span><blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">
<br>
I am working on a problem where I want to backcast a time series, i.e., forecast into the past to a time before the measurements of the times series were available.<br>
<br>
None of the software packages I have access to (including Gretl) appear to offer an explicit backcasting option. I have read that a stationary time series is time-invariant, i.e., it has the same properties forwards and backwards in time. So, when I go to backcast the data is it valid to analyze the data in Gretl in reverse order and just do a regular forecast?<br>

<br>
Tom<br>
<br>
_______________________________________________<br>
Gretl-users mailing list<br>
<a href="mailto:Gretl-users@lists.wfu.edu" target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">Gretl-users@lists.wfu.edu</a><br>
<a href="http://lists.wfu.edu/mailman/listinfo/gretl-users" target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br>
</blockquote></div><br>