I would like to know how i could use Gretl to make forecasts using AR modeling under the following conditions:
1. the observations used for making the forecasts are both positively and negatively biased. 2.Both the positive and negative values of bias have ranges of values from (28.1 to 1389) and (-57 to -250) I seem to get some result by : 1. importing the time series data 2.conduct AR modeling with AR-4 and MA-4 3. add to data set the fitted values (by picking add to data set ->fitted values from model data menu) 4. do Ar modeling on the new data set (options AR-4 and MA-4) I would appreciate any feedback. Sincerely Deepak Muricken ___________________________________________ Deepak Muricken Renewable Resource Engineer I Business Performance & Planning, SaskPower Phone : (306)566-3136 Fax : (306)566-2916 Email : dmuricken(a)saskpower.com
I would like to know how i could use Gretl to make forecasts using AR modeling under the following conditions:
1. the observations used for making the forecasts are both positively and negatively biased.
2.Both the positive and negative values of bias have ranges of values from (28.1 to 1389) and (-57 to -250)
I seem to get some result by :
1. importing the time series data
2.conduct AR modeling with AR-4 and MA-4
3. add to data set the fitted values (by picking add to data set ->fitted values from model data menu)
4. do Ar modeling on the new data set (options AR-4 and MA-4)
I would appreciate any feedback.
Sincerely
Deepak Muricken
___________________________________________
Deepak Muricken
Renewable Resource Engineer I
Business Performance & Planning, SaskPower
Phone : (306)566-3136
Fax : (306)566-2916
Email : [email protected]
