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Thank you for the prompt reply Gareth. But the number of periods in the forecast period were not user-specified in my case. The "forecast sample" was the same as the sample period (1993: Jan to 2014: Jan). In that case, what number of steps ahead would EViews 7 have used (by default) ? The...

Hello, I have calculated the forecast evaluation statistics of my estimated time series model using the Forecast tab available after estimation. The options I chose were the 'Dynamic' forecast option following which I got the RMSE, MAPE, Theil's inequality coefficient etc. I wanted to inquire how ma...

Hi, I am working on a cointegrating model in EViews. The maximum eigen-value test estimates it to have 2 cointegrating relations. When I estimate the model with 2 cointegrating equations imposing the basic (normalizing) restrictions of B(1,1)=1 and B(2,3)=1, I get the corresponding estimation (model...

Thank you for the reply.
I should have re-installed the add-in from the first post. I shall keep that in mind when dealing with the other add-ins as well.

Thanks again.
Aditi

Hi, I wanted to inquire whether the ZAURoot add-in is an updated version from last year. I had first installed this ZAURoot add-in last year in August (2011). However, the same add-in (when re-installed) provides a more detailed output now. The reason for my query is that when I am teaching about ad...

Thank you Abraham. I shall ask for Prof. Nunes' permission.

Aditi

hi Thank you for replying. A clarification about the first point: I need to estimate ARMA(p,q) (p=1,2,3, q=1,2,3) models using the exact ML estimation technique. How can it be estimated (can i program it using the logL object which would be extremely complicated for any orders beyond p=q=1)? Do you ...

hi I had a few queries regarding certain time series procedures and functions in EViews version 6. I would be greatly obliged if you could look into these queries. 1. Does EViews implement the 'Exact Maximum Likelihood' (EML) estimation technique under the Kalman filter estimation or under the gener...

I would like to know if it is possible to program the Beveridge nelson decomposition in EViews. Please let me know if anyone has access to such a program as EViews does not have a ready-to-use procedure for the same.

Thank you.
Aditi