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
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