Code: Select all
!T = 60 '# of obs in estimation
%otb1 = "1/20/2012"
%otc = "2/22/2012"
wfopen J2012-1m2.wf1
delete cocs
smpl %otb1-!T+1 %otb1
freeze(mode=overwrite, oosp) coc.ets(e=e, t=e, modsel=hq, forc=%otc, table=cl, graph=cl, noconv) cocs
data file http://forums.eviews.com/download/file.php?id=3416
bugs and questions
1 option forc: OR (EViews 9 Object Ref.pdf) p550, forc=arg Specify the date of the forecast end point. If omitted, the end point will be the end of the workfile sample. Note that in p551, forc=num Set the length of the out-of-sample forecast. By default the forecast will be until the end of the workfile range.
2 the value in cocs does not match any column in Forecast Comparison Table of oosp. However, in EV 9 ver 20150624, cocs match the column of (M,AD,N), which does not converge
Question: for irregular data, how to do with "seasonal specification"