Forecasting

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

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johnvaz@gmail.com
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Joined: Thu Mar 11, 2010 6:31 am

Forecasting

Postby johnvaz@gmail.com » Fri May 05, 2017 8:02 am

Hi Gareth

I am finding eviews documentation confusing and limited (based on my forecasting)

Using other econometric packages if I can do a 1.static,2. recursive or 3.rolling forecast using an out of sample


eviews seems to only do a static 1. forecast ie it uses the estimated equation coefficents and then forecasts n steps ahead to fill in the out of sample period. or does it do 2. recursively ie estimate the equation calcualate a single step forecast and then inlcude that estimate in the equation and re-estimate and do the next step forecast.(in other words the estimation sample gets larger as each step is forecast). or does it do 3. A rolling window so that it estimates one step ahead, then drops an observation at the start and adds the new estimated observation to the sample re-estimates and continues.

I would greatly appreciate some clarity on this as I have had to resort to writing code to do a rolling forecast or go to the other econometric packages for forecasting. It may be my confusion but I must say the docs are not clear.

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

Re: Forecasting

Postby EViews Gareth » Fri May 05, 2017 8:18 am

As indicated in the documentation:
http://www.eviews.com/help/helpintro.ht ... cs.html%23
using your terminology, it is a static forecast.
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