Conditional forecast: initial period
Posted: Fri Mar 30, 2012 4:10 pmHi,
I'm confused about the initial period of the conditional forecast. Where does the latter start from ? It does not appear to start from the first value to which it is conditioned.
Thanks and best
Gianni
I'm confused about the initial period of the conditional forecast. Where does the latter start from ? It does not appear to start from the first value to which it is conditioned.
Thanks and best
Gianni