In the 2nd Edition Example 3.6 p.115 there's an example of a Bilinear Model. Can a Bilinear Model be applied to a non-stationary series? Do I have to check for non-linearity? I can generate one-step ahead rolling forecasts.
- Code: Select all
forecast(model=bilinear,results=yhat_BL_y) * 1 ibegin+1+j
How do I generate multi-step-ahead rolling forecasts saving only the last forecast step as in FORECAST instruction SKIPSAVE? https://estima.com/ratshelp/index.html?forecastinstruction.html
many thanks,
Amarjit