Forecasting Trouble Due to Missing Values

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fcscunha
Posts: 13
Joined: Mon Oct 19, 2009 6:19 am

Forecasting Trouble Due to Missing Values

Postby fcscunha » Thu Jan 21, 2010 6:40 am

Hi,
I estimated several different models using y(L) and x(L) from 1994m08 to 2008m03, as below:

yt = c + S yt(L) +S xt(L)

where S yt(L) is the polynomial distributed lag, varying from 1 to 11
S xt(L) is the polynomial distributed lag, varying from 0 to 11

i am trying to do forecasts from 2008m04 to 2009m03 of each model but when i call it, the program returns the message "Unable to compute due to missing data in DO_EQ1.FORCAST YF_EQ1"

i changed the sample as "smpl 2008m04 2009m03" and then called the forecasts. How can i resolve this problem?

Thanks for help

PS: i did not use the function PDL. I constructed the models using strings.

fcscunha
Posts: 13
Joined: Mon Oct 19, 2009 6:19 am

Re: Forecasting Trouble Due to Missing Values

Postby fcscunha » Thu Jan 21, 2010 6:41 am

I forgot to say that i don't have missing values in my range.

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Forecasting Trouble Due to Missing Values

Postby EViews Gareth » Thu Jan 21, 2010 9:45 am

The most likely cause is that you do, in fact, have missing data over the forecast period. Best thing to do is post your workfile so we can take a look.
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