Re: FW: [Gretl-users] Back forecasting

2008-06-24 Thread Ignacio Diaz-Emparanza
El Tuesday 24 June 2008 15:03:48 Nieves Sánchez Martínez escribió: > 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 bac

FW: [Gretl-users] Back forecasting

2008-06-24 Thread Nieves Sánchez Martínez
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