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Forecasting using Logl object

Posted: Tue Nov 14, 2017 12:10 am
by obaid610
Hi Everyone

I have questions regarding forecasting the dependent variable using logl object. Lets supposed we have the following model:

series res = y - c(1) - c(2)*x - c(3)*z
series var = c(4) * z^c(5)
series logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2

How can I forecast the values of "y" in the above equation? I have looked into the makemodel option but in the generated equation, "res" is the dependent variable. Is there option to edit the generated equation to the following specification y = c(1) + c(2)*x + res?

Any help would be greatly appreciated.

Thanks in advance

Re: Forecasting using Logl object

Posted: Tue Nov 14, 2017 9:26 am
by EViews Gareth
You could add a line to the model that creates a new variable that is res+c(1)+c(2)*x+c(3)*z

Re: Forecasting using Logl object

Posted: Tue Nov 14, 2017 7:32 pm
by obaid610
Wow, silly me. Thanks for the help

Cheers