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Please reinstall this addin and do the BP-test again.

Yes, I just give an example to make a dummy with (0), 1, or 2 depending on the legal origin condition.

As an example, will produce a dummy with 1 if legal = English, 0 otherwise.

This is because the storage matrix was set to be 2-by-!nrolls. Now the number of coefficients is 5 so that we need to change the storage matrix size.

You can make a storage vector/matrix before doing the loop (e.g. vector(!nrolls) RMSE) and store RMSE values in the loop.

Please change the line to

'run rolling regression ' set window size !window = 24 ' set step size !step = 1 ' get size of workfile !length = @obsrange ' declare equation for estimation equation eq1 'calculate number of rolls !nrolls = @floor((!length-!window)/!step) 'matrix to store coefficient estimates matrix(2,!nrolls) co...

Do I need to have the 2001.01-2012.06 monthly data x and y ready in the workfile to start with the forecasting? What should I replace the " u 800" in your original code? The following three lines will create an undated workfile (named UNTITLED) and generate random series usdaud and usoil....

Did you see Page 349 of EViews User Guide I?

Can you see your workfile with your dataset of interest?

The given program seems to be a sketch of your project. Without knowing exactly what you are trying to do with your data, it is uneasy to help you. I think that I can give you one hint at this moment. As far as I understood your question correctly, you need to make the recursive procedure to be a su...

' 5-period-ahead forecast %5pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %5pere = @otod(@dtoo(%start)+!i+!window+4) 'end point if {%end} < {%5pere} then 'check whether the forecast end point is greater than the workfile end point return endif Please note that the string %pere should be ren...

Please upload the program with your adjustment.

Unfortunately, the current BVAR algorithm cannot solve the singularity problem. However, I will put it on my list.