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100,000 for both.

Both types.

As explained beneath the table, D uses dummies just in the final estimation, DC uses them in both the initial covariance estimate and the final estimate.

The ones labelled D use dummy observations.

You are looking at the correct series.

The remaining discrepancy is because we multiplied the RMSEs by 100 in order to make them easier to read in the table :D

Be careful to make sure you'd calculating the RMSE over the entire forecast horizon. At the moment, with the code you posted, the RMSE is being calculated over whatever the sample is left at at the end of the loop (i.e. the very last forecast period, not the whole horizon).

Your samples are wrong, I think. It should be

For estimation

and

For forecasting

You also want to calculate the RMSE after all the loops are done, not during the loop.

Unfortunately not. Only series/groups can be written to existing Excel files.

http://eviews.com/help/helpintro.html#p ... 23ww131866

Use @weekday as the classifying variable.

Note that it is a naming suffix. Since a VAR is a multivariate model, the forecast will produce multiple series objects. Those forecast series will be named with the underlying series name plus the suffix you provide.