Quantile Regression and Forecast

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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tho_mi
Posts: 61
Joined: Sat May 12, 2012 2:41 am

Quantile Regression and Forecast

Postby tho_mi » Sat Mar 25, 2017 1:43 pm

Hey,

I use the quantile regression on a subsample in order to get predicted values. The problem is, Eviews automatically "fills" the predicted values with the actual values outside my subsample. Deleting these values is quite straightforward, but to me this seems to be a bug?

Best,
Thomas

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13312
Joined: Tue Sep 16, 2008 5:38 pm

Re: Quantile Regression and Forecast

Postby EViews Gareth » Sat Mar 25, 2017 3:09 pm

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tho_mi
Posts: 61
Joined: Sat May 12, 2012 2:41 am

Re: Quantile Regression and Forecast

Postby tho_mi » Sat Mar 25, 2017 4:07 pm

Ah, thanks for the hint. I just used the command, so I didn't see that. Is there an option to deactivate that?

Edit:
Already found the answer. "f=na" solves the problem.


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