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help please - Diff_Ln_Y

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help please - Diff_Ln_Y

Hi!

I'm new at this, so this may be something really easy that I haven't thought of.

I use the EG Linear regression function to forecast a variable which is actually the Difference of the natural logarithm of Y (let's call this Diff_Ln_Y).

So the output of the regression looks something like this.

Time           Forecast  (Diff_Ln_Y)   

Q1 16          0.056

Q2 16          0.057

...                 ...

...                 ...

...                 ...

Q3 18         0.0598

Q4 18         0.0605

Given that i have the actual (Historic) Y value (and consequently Ln_Y) in Q4 15, what i really need is to find a way that I can automatically obtain forecasted Y as my final output as per the following logic:

Time           Forecast  (Diff_Ln_Y)         Ln_Y                                                 Y  

Q4 15                                                       1.56

Q1 16          0.056                                    1.616 ( 0.056 + 1.56)                       exp(1.616)

Q2 16          0.057                                    1.673 ( 0.057 + 1.616)                     exp(1.673)

...                 ...

...                 ...

...                 ...

Q3 18         0.0598

Q4 18         0.0605

Then same reasoning needs to be repeated up to Q4 18.

Thanks!!

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