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...how to do the 5-period and 10-period ahead forecasts ' 5-period-ahead forecast %pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %pere = @otod(@dtoo(%start)+!i+!window+4) 'end point ' 10-period-ahead forecast %pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %pere = @otod(@dtoo(%start)...

So should I creat a group XS for my variables, just put Y (the GDP) C in the first dialog box, and put XS in the other one? yes. Contrary to the exemple provided in the help guide, I do not known a priori which variables to use for a linear combination of Y. I am a bit confused. Don't you have a li...

'.... eq.ls x{!i} c mkt_rf hml smb mom r2(!rowcounter) = eq.@r2 'r-squares rbar2(!rowcounter) = eq.@rbar2 'adjusted r-squares !rowcounter = !rowcounter+1 colplace(coefs, eq.@coefs, !i) colplace(stderrs, eq.@stderrs, !i) 'std errs colpace(tstats, e1.@tstats, !i) 'test-stat Please see Page 34-35 of E...

Yes, it will work.

Stepwise least squares regression is a built-in function in EViews (Page 48 of EViews Uses Guide II).

Which version of EViews are you using? If you do not have EViews7, the program will not work.

If you have EViews7, then please upload your workfile and program.

EViews only offers panel estimation options for 2-dimensional panels.

On "Step 3 of 3" during the open of the file, enter the name of the two cross-sections and the date-series, then EViews will read it in as a 3D panel (although that doesn't help you for estimation).

The problem is that the term "Bil" cannot be separable from the string "(EOP, Bil.Pounds)". For instance, when you do !million = @wfindnc(a112sodc,"(EOP, Bill.Pounds)")>0 you will get !million=1. Why don't you try this one instead? %temp = seriesname.@description !milli...

Can you be more specific? When you fix c(2)=-0.15, the term "c(1)-0.15*LOG(DIESEL)" will be the intercept in the equation.

Please click the Forecast tab of the equation dialog.

Your question seems unclear to me. Can you be more specific?

Yes, all you need to do is to open the equation of interest.

The 4th line lets you specify your equation specification, i.e.,

Please note that when you open your equation, "_this" command will recognize that you are interested in the "equation" object.

From your program, I could not clearly figure out what you are trying to do. Can you answer the following questions: do you want to obtain 1-period-ahead forecast values? Or, do you want to store coefficient estimates? The following code will do 1-period ahead forecast and save the forecast values i...