Forecast combination

For making suggestions and/or requests for new features you'd like added to EViews.

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Forecast combination

Postby Katjes » Tue Jun 14, 2016 9:21 am

The forecast combination command(s) works well, if all forecast series to be combined have a value, if there is an NA for forecast, no combined forecast can be calculated for the remaining series.
Since I have used the group "gr_f" element to combine the forecasts it seems that I have to drop the series for which no forecast is available.
But maybe there is already / could be an option for the command how to deal with this

Code: Select all

smpl 2015 2015
y.fcastavg(name=x1_av) gr_f
y.forcavg(name=x2_av)  gr_f

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