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Hi all, I was wondering if the pesaran-timmermann test is built in the latest version of Eviews (10)? I performed the pesaran-timmermann test following the equations stated above, but I'm looking for the any statistics which go with that, in order to determine any significance. Could you help me out...

Hi Gareth, Thanks for your quick and useful reply, these small tips help my out a lot! I continued with my program and I was able to execute a succesful rolling regression for the various MIDAS weighting methods. However, now I am trying to perform the rolling window static forecasting, but sofar I'...

Hi guys, I am trying to perform a rolling window forecast using a MIDAS equation to estimate the coefficients. I've been trying to use the basic rolling regression programming posted on this forum (http://forums.eviews.com/viewtopic.php?t=878) to first establish if I was able to retrieve these rolli...

Thanks! That helped!

First of all, the MIDAS feature works excellent and the tutorial video has been a huge help. I'm working with the model and I am interested in the equations on which the different weighting methods are based. However these equations are empty in the support page. Could somebody help me out with this...