Also, when I said “match the data” I probably wasn’t speaking precisely. I just meant “match” in the sense that Jim was projecting 1.5 years out so the steps I wrote out did the same. I wasn’t matching in the sense of producing the same numbers. I couldn’t do that without working with the daily time series, which would include Jim’s BV estimates (which I assume is what he’s using). And even then, there are likely things Jim does that might be difficult to reproduce (e.g. a weighted sum of a linear and cubic model?)
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