Forecasting with Loops

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E.E.Wolters
Posts: 1
Joined: Tue Apr 03, 2012 6:39 am

Forecasting with Loops

Postby E.E.Wolters » Tue Apr 03, 2012 6:49 am

Dear people on this Forum,

My issue is that of an event study, we need to estimate a simple model (Return = c + b*Marketreturn) for a period which is 170 days to 71 before a certain event. With the then estimated parameters we need to forecast the return from 10 days before the event to 10 days after the event. The big problem here is that the events are on different dates and that we are talking about 40 events (this would result in a lot of clicking).
My question is how can i create a program that would get me these returns for each individual event?

Thanks a lot,

E.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12317
Joined: Tue Sep 16, 2008 5:38 pm

Re: Forecasting with Loops

Postby EViews Gareth » Tue Apr 03, 2012 7:46 am

Have you read through the programming guide and rolling regression examples?
viewtopic.php?f=5&t=1638
viewtopic.php?f=15&t=878
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RobHayward
Posts: 11
Joined: Fri Feb 19, 2010 3:21 am

Re: Forecasting with Loops

Postby RobHayward » Sat Apr 07, 2012 8:39 am



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