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Thread Subject:
Forecasting with AR model

Subject: Forecasting with AR model

From: Per

Date: 18 Jan, 2012 08:04:11

Message: 1 of 4

Hi!

I am working with an AR model fitted to a Time Series of 100 data. How could I forecast the next value (number 101)?

Thanks in advance!

Subject: Forecasting with AR model

From: Per

Date: 18 Jan, 2012 10:03:08

Message: 2 of 4

I´m thinking in to use vgxpred function, but no sure about how to connect this function with my AR(x) model.... any help?

Subject: Forecasting with AR model

From: Per

Date: 18 Jan, 2012 14:33:07

Message: 3 of 4

I finally found the answer to my question. Just follow instructions in the link below in case you have the same problem:

http://www.mathworks.es/help/toolbox/econ/bswxr7m.html#bswxr8u-17

Subject: Forecasting with AR model

From: g.heath@verizon.net

Date: 20 Jan, 2012 05:51:46

Message: 4 of 4

On Jan 18, 9:33 am, "Per " <pbl...@gmail.com.remove.this> wrote:
> I finally found the answer to my question. Just follow instructions in the link below in case you have the same problem:
>
> http://www.mathworks.es/help/toolbox/econ/bswxr7m.html#bswxr8u-17

WARNING!

Be very, very careful about deducing answers from reading the
documentation:

It may become an addiction!

Hope this helps.

Dr. Greg

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