EViews.com

Hi Gareth I am finding eviews documentation confusing and limited (based on my forecasting) Using other econometric packages if I can do a 1.static,2. recursive or 3.rolling forecast using an out of sample eviews seems to only do a static 1. forecast ie it uses the estimated equation coefficents and...

I was trying to run this code in a program not on command line

I using Eviews 8, and am trying to get the average absolute percentage change of a series !AAPC = @mean(@abs(@pc(_yhat))) and I get an error @PC is an illegal or reserved name in "!AAPC = @MEAN(@ABS(@PC(_YHAT))) or for mean absolute error !MAE = @sum(@abs( _yer)))/!h !MAE is not defined or is a...

Thanks very much

I am aware of c being a predefined object - the question is - in the example how does eviews know what goes into each cell in c() which is used in the var statement to clarify: when you specify/estimate any other equation other than state space, you say y = c(1)X1 + c(9)x9 + c(27)x27 I get that the ...

Thank you but I still don't understand where each c() is defined or specified - sorry to be so dumb If I use 1-8 or any number to acess the c() values then each of these coefficient is estimated based on something specified so eviews will store values swhen estimated but where is this specified or h...

Hello I am trying to learn to use state space models and do not understand how the coefficient numbers are specified or how you get them in your examples eg. when specifying an equation (page 493/4 of user manual) The following two state equations define an unobserved error with an AR(2) process: @s...

I am getting contradictory prob values for the same critical values of tau from the ADF test and the ADF test embedded in the engel granger coint test. Note the same critical value is reporting different prob* values. There are two tables reported below the Uroot test and then coint. Is this a bug? ...