Forecasting with auto-updating series

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trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Forecasting with auto-updating series

Postby trubador » Fri Mar 25, 2016 12:00 pm

I am not sure if this is a bug, but I think EViews should be able to ignore the formulae and generate the forecast for the dependent variable:

Code: Select all

wfcreate u 100
series y1 = nrnd
series y2 = nrnd
frml z = y1(-1)/y2(-3)
equation eq.ls z c
eq.forecast(e,g) zf

EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Forecasting with auto-updating series

Postby EViews Glenn » Mon Mar 28, 2016 4:17 pm

Not a bug and an interesting and natural extension of the current model. We'll put it on the list.

trubador
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Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: Forecasting with auto-updating series

Postby trubador » Tue Mar 29, 2016 12:04 am

Thanks. From the practical point of view, we definitely need that feature as we often have to work with ratios in economics and finance, which leads to an additional (and unnecessary) effort to generate and update such series.


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