## Search found 11 matches

Wed Dec 27, 2017 6:35 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

Hi

i am trying to do 3 month ahead forecast using single exponential forecast by writing a program. but somehow it seems to run into errors. can you please help on this

Regards
Deepika
Thu Dec 21, 2017 7:57 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

sorry for troubling but one more question. for a 6-period ahead forecast how will the program change? will it be ' 6-period-ahead forecast %6pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %6pere = @otod(@dtoo(%start)+!i+!window+4) 'end point if @dtoo(%end) < @dtoo(%6pere) then 'check whether ...
Thu Dec 21, 2017 7:35 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

The manual procedure that i am following is right according to what you have suggested. But if i see the coefficient matrix i m getting 252nd equation which is not desired as it is doing estimation upto 2016m12 whereas the loop should exit after 251th equation only. am i right??

Deepika
Thu Dec 21, 2017 7:14 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

Also could you pls tell me how you did it manually so that i can check whether i am doing some mistake while doing it manually

Thanks for all the help
Deepika
Thu Dec 21, 2017 7:09 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

Shouldnt the eq2 stop estimating at 2016m111` but it stops estimating at 2016m12. i think something is wrong there

Deepika
Thu Dec 21, 2017 6:34 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

sorry to ask again but could you help me in identifying the problem. i am also attaching my workfile and my program. in the workfile the subworkfile named recursiveestimation is used.

thanks
Deepika
Thu Dec 21, 2017 5:43 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

Thanks for a quick reply. but then why am i not getting the same values as with manually obtaining the recursive forecasts. if the algorithms are the same then same software should be giving similar values. Or do u suggest that i should do this exercise maually?
i am using eviews 9

Thanks
Deepika
Thu Dec 21, 2017 1:09 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254938

### Re: Basic Rolling Regression

Hi thank you to the entire team for such a wonderful forum. i am doing a 3-period ahead forecast for my series using arima model. my problem is that the program that i run do not give me the same series as the one i would obtain if i would do the entire exercise manually in eviews. can u help?? my e...
Wed Jul 27, 2016 1:37 am
Topic: Favar QUESTION
Replies: 50
Views: 44279

### Re: Favar QUESTION

Hi Dakila Thanks for your prompt reply. can you give me an example of creating a vector of transformation code. suppose i have 3 series. X, Y,Z. so if my transformation code is 1=no transformation, 4=first difference, and 5=logarithm. then do i transform the series in the workfile and create a group...
Tue Jul 26, 2016 4:13 am
Topic: Favar QUESTION
Replies: 50
Views: 44279

### Re: Favar QUESTION

hi

i am using eviews 7

regards
deepika
Tue Jul 26, 2016 3:49 am