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I have ran the following VAR model on two differenced series: System(model=dvar) variables dx dy lags 1 to 4 det constant end(system) estimate * 2011:1 forecast(model=dvar,from=2011:2,to=2012:3,result=forecast,stderrs=s,print) When I restrict the time series by a few periods for the in sample foreca...

Thanks for they help I see how to do it now.

Thank you for response. Using the garch instruction I arrive at this code for my garch model: GARCH(P=1,Q=1,RESIDS=GR,HSERIES=G,REGRESSORS) / DLY # Constant DLY{2} %MVGAVGE{5} and this code for my ARIMA model: boxjenk(constant,diff=1,sdiff=1,ar=2,ma=5,define=eq1) ly / U cor(partial=pacf,qstats,numbe...

I am trying to forecast a series with an ARIMA/GARCH Model. I am able to estimate the ARIMA/GARCH model but I am lost at how to forecast the original series from the ARIMA/GARCH model. Thanks in advance for any help, the code I am using is the following: cal(m) 1998:1 all 2011:12 open data C:\Users\...