forecast of nan(series,0) with AR model

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.

Moderators: EViews Gareth, EViews Moderator

Posts: 14
Joined: Sun Dec 20, 2009 10:01 am

forecast of nan(series,0) with AR model

Postby minijim » Tue Sep 14, 2010 1:19 pm


I'd like to make a forecast for a given series y, which contains some NA values.
I don't want to substitute these NA values with 0 in the series, but I thought that i could use @nan(y,0) instead of y. Then I perform a AR(1) model, as follows :

Code: Select all

equation @nan(y,0) c ar(1)

The estimation output seems to be ok. Nevertheless, when I try to make a forecast of this equation,

Code: Select all

eq.forecast yf

the following error message appears : "Unable to compute due to missing data".

Could anyone tell me where my mistake is or what is the cause for this message ?
Thanks in advance

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 14 guests