EViews.com

If you have something like: %fcast_series = "X" xput {%fcast_series} xon fcst_series<-ts({%fcst_series}) xoff that will be passed into R as: fcast_series<-ts("x") which will cause the error because R is not expecting the quotes. So you'd need to use R to remove the quotes. Perhap...

Presumably you've already used XPUT to transfer the data across, and the issue is referencing that variable in R?

Ah, you want separate lags for different regressors. Yeah, no :(

Use fixed lags.

It would choose the best ARIMA orders for the given seasonal difference of one.

If you open the qe_sc2 series, over which dates does it have data?

qe_sc2 needs values for the pre-sample periods (due to lags in the model).

Recommend starting with the online tutorials:
https://eviews.com/Learning/index.html

Lesson 12 most appropriate.

Ah, now I see the issue.

Perhaps:


in a loop to loop through the variables you want.

So just create a new empty model, and add the equations you want in it? What am I missing?

Still not 100% sure I follow, but perhaps create the group with all the amuse*_area series, then loop through the series in that group, extract the numbers, and then create groups for the buckets. Roughly: group mygroup amuse*_area group mygroup12 group mygroup35 for !i mygroup.@count %j = mygroup.@...

Not sure I understand the logic behind what gets included. Do you just have a list of equations you want included?

I'm not sure I follow exactly, but I think the way to go is to create groups using the group wildcard constructor, and then use the @rsum function to generate the sums. So, for example, if you want to create a sum of all the series who match the pattern "amuseXX_area", you'd have: group my...

I think you're out of luck.

Create a new coefficient vector (not a vector, but a coef) called G, then use g instead of c