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Dynamic forecast

Change in the diff command in...

Requirment Engineering on Gretl

Olasehinde Timmy

Thursday, 17 January 2019 Thu, 17 Jan '19

6:17 a.m.

Dear Professors, I will like to know how to compute a dynamic forecast from maximum likelihood estimation. For example, If I estimated a ad-hoc GARCH model as follows series e=inf - beta1-beta2*inf(-1) series h=var(e) series h=alpha+theta*e(-1)^n So how would I forecast dynamically variable "inf" and "h". I would appreciate if you can share a loop code for this. Thanks Timmy J.O

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Olasehinde Timmy