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
Search found 11 matches
- Wed Dec 27, 2017 6:35 am
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
- Thu Dec 21, 2017 7:57 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
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: 3190579
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
Deepika
- Thu Dec 21, 2017 7:14 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
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
Thanks for all the help
Deepika
- Thu Dec 21, 2017 7:09 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
Re: Basic Rolling Regression
Shouldnt the eq2 stop estimating at 2016m111` but it stops estimating at 2016m12. i think something is wrong there
Deepika
Deepika
- Thu Dec 21, 2017 6:34 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
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
thanks
Deepika
- Thu Dec 21, 2017 5:43 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
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
i am using eviews 9
Thanks
Deepika
- Thu Dec 21, 2017 1:09 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3190579
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
- Forum: Add-in Support
- Topic: Favar QUESTION
- Replies: 50
- Views: 163814
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
- Forum: Add-in Support
- Topic: Favar QUESTION
- Replies: 50
- Views: 163814
Re: Favar QUESTION
hi
i am using eviews 7
regards
deepika
i am using eviews 7
regards
deepika
- Tue Jul 26, 2016 3:49 am
- Forum: Add-in Support
- Topic: Favar QUESTION
- Replies: 50
- Views: 163814
Re: Favar QUESTION
HI i was trying to run FAVAR using the example file favar_ex.prg. however when i run the program i get an error that there is syntax error in vector tcode =@fill(1,5,5,1,1,5,5,5,1,1,5,5,5,1,5,5,4,5,1,1). i am not able to figure out why??? please help. Also while using FAVAR as an add-in when a dialo...