EViews.com

dear eviews gareth,

I know the technique of stepwise regression. However, I only want to include the 3 highest t-statistic variables in my model, each point in time, to make in more flexible.
Can you me how to program that in the program attached in my earlier post?

Thank you very much in advance!

Can anyone of Eviews help me with my question?

Dear Eviews expert, I have a question about the program attached. This program is designed to apply a rolling regression. The program selects each point in time the best model, according AIC, BIC, Adj R2 and PCS, which is used to make 1-step ahead forecasts. As an additional model selection criterio...

I just want to have point forecasts indeed, not the whole distributions. How should I calculate the model probabilities in Eviews? And then combine the forecasts in a Bayesian way?

Thanks again in advance!

Dear Eviews,

I have different forecasts (of exchange rates) which I want to combine by means of Bayesian model averaging. I do not manage to program this in Eviews, do you have an example program for me?

Thank you very much!

Ralph