diff --git a/src/@dseries/backcast.m b/src/@dseries/backcast.m
new file mode 100644
index 0000000000000000000000000000000000000000..b26b0b943b97d58f15e42e1cd76ef2f98e92c14e
--- /dev/null
+++ b/src/@dseries/backcast.m
@@ -0,0 +1,64 @@
+function q = backcast(o, p, diff) % --*-- Unitary tests --*--
+
+% Chains two dseries objects.
+%
+% INPUTS
+% - o [dseries]
+% - p [dseries]
+%
+% OUTPUTS
+% - q [dseries]
+%
+% REMARKS
+% The two dseries objects must have common frequency and the same number of variables. Also the
+% two samples must overlap.
+
+% Copyright (C) 2019 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+q = copy(o);
+q.backcast_(p);
+
+return
+
+%@test:1
+ y = ones(10,1);
+ for i=2:10
+ y(i) = 1.1*y(i-1);
+ end
+
+ ds = dseries(y(6:10), '1990Q1', 'toto');
+ ts = dseries(y(1:6), '1988Q4', 'popeye');
+
+ try
+ ds = backcast(ds, ts);
+ t(1) = true;
+ catch
+ t(1) = false;
+ end
+
+ if t(1)
+ t(2) = dassert(ds.freq,4);
+ t(3) = dassert(ds.init.freq,4);
+ t(4) = dassert(ds.init.time,[1988, 4]);
+ t(5) = dassert(ds.vobs,1);
+ t(6) = dassert(ds.nobs,10);
+ t(7) = abs(ds.data(1)-1)<1e-9;
+ end
+
+ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/backcast_.m b/src/@dseries/backcast_.m
new file mode 100644
index 0000000000000000000000000000000000000000..5020c7c9e1115b1a94453357af4d9cb30cac3124
--- /dev/null
+++ b/src/@dseries/backcast_.m
@@ -0,0 +1,124 @@
+function o = backcast_(o, p, diff) % --*-- Unitary tests --*--
+
+% Copyright (C) 2019 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+if nargin<3
+ % By default o is backcasted with growth rates of p.
+ diff = false;
+end
+
+if ~isequal(vobs(o), vobs(p))
+ error('dseries objects must have the same number of variables!')
+end
+
+if ~isequal(frequency(o), frequency(p))
+ error('dseries objects must have common frequencies!')
+end
+
+if firstdate(o)>lastdate(p)
+ error('The first period (%s) in the first dseries object cannot be posterior to the last period (%s) in the second object.\n ==> dseries objects have to overlap.', date2string(o.dates(1)), date2string(o.dates(end)))
+end
+
+if firstdate(o)<=firstdate(p)
+ error('The first period (%s) in the second dseries object does not preceed the first period (%s) in the first object.\n ==> Cannot backcast first dseries object.', date2string(p.dates(1)), date2string(o.dates(1)))
+end
+
+idp = find(o.dates(1)==p.dates);
+
+if diff
+ FirstDifference = p.data(2:idp,:)-p.data(1:idp-1,:);
+ CumulatedDifferences = cumsum(FirstDifference, 'reverse');
+ o.data = [bsxfun(@minus, o.data(1:end), CumulatedDifferences); o.data];
+else
+ GrowthFactor = p.data(2:idp,:)./p.data(1:idp-1,:);
+ CumulatedGrowthFactors = cumprod(GrowthFactor, 'reverse');
+ o.data = [bsxfun(@rdivide, o.data(1:end), CumulatedGrowthFactors); o.data];
+end
+
+o.dates = firstdate(p):lastdate(o);
+
+for i=1:o.vobs
+ if isempty(o.ops{i})
+ arg1 = o.name{i};
+ else
+ arg1 = o.ops{i};
+ end
+ if diff
+ o.ops(i) = {sprintf('backcast(%s, %s.%s, diff)', arg1, inputname(2), p.name{i})};
+ else
+ o.ops(i) = {sprintf('backcast(%s, %s.%s)', arg1, inputname(2), p.name{i})};
+ end
+end
+
+return
+
+%@test:1
+ y = ones(10,1);
+ for i=2:10
+ y(i) = 1.1*y(i-1);
+ end
+
+ ds = dseries(y(6:10), '1990Q1', 'toto');
+ ts = dseries(y(1:6), '1988Q4', 'popeye');
+
+ try
+ ds.backcast_(ts);
+ t(1) = true;
+ catch
+ t(1) = false;
+ end
+
+ if t(1)
+ t(2) = dassert(ds.freq,4);
+ t(3) = dassert(ds.init.freq,4);
+ t(4) = dassert(ds.init.time,[1988, 4]);
+ t(5) = dassert(ds.vobs,1);
+ t(6) = dassert(ds.nobs,10);
+ t(7) = abs(ds.data(1)-1)<1e-9;
+ end
+
+ T = all(t);
+%@eof:1
+
+%@test:2
+ y = ones(10,1);
+ for i=2:10
+ y(i) = y(i-1) + 1;
+ end
+
+ ds = dseries(y(6:10), '1990Q1', 'toto');
+ ts = dseries(y(1:6), '1988Q4', 'popeye');
+
+ try
+ ds.backcast_(ts, true);
+ t(1) = true;
+ catch
+ t(1) = false;
+ end
+
+ if t(1)
+ t(2) = dassert(ds.freq,4);
+ t(3) = dassert(ds.init.freq,4);
+ t(4) = dassert(ds.init.time,[1988, 4]);
+ t(5) = dassert(ds.vobs,1);
+ t(6) = dassert(ds.nobs,10);
+ t(7) = abs(ds.data(1)-1)<1e-9;
+ end
+
+ T = all(t);
+%@eof:2
\ No newline at end of file
diff --git a/src/@dseries/subsref.m b/src/@dseries/subsref.m
index 7fe7c592b8f5df4bfe8c4c3ba9780beb85f1e2a5..4a73dafd0548cd59d1ab0c6745121ea14cd9572d 100644
--- a/src/@dseries/subsref.m
+++ b/src/@dseries/subsref.m
@@ -99,6 +99,7 @@ switch S(1).type
'hptrend','hptrend_', ...
'hpcycle','hpcycle_', ...
'chain','chain_', ...
+ 'backcast','backcast_', ...
'detrend','detrend_', ...
'exist', ...
'mean', ...