Expressions are not allowed when forecasting from MIDAS

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trubador
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Expressions are not allowed when forecasting from MIDAS

Postby trubador » Fri Jun 10, 2016 5:58 am

It seems EViews is having trouble to locate the high frequency regressor if it is in an expression, when trying to forecast from an estimated MIDAS:

Code: Select all

wfcreate(page=monthly) m 2000 2015
series x = nrnd^2
pagecreate(page=quarterly) q 2000 2015
series y = nrnd
equation eq.midas y c @ monthly\log(x)
eq.fit yf

EViews Gareth
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Re: Expressions are not allowed when forecasting from MIDAS

Postby EViews Gareth » Fri Jun 10, 2016 6:06 am

Ouch. We'll fix
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EViews Gareth
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Re: Expressions are not allowed when forecasting from MIDAS

Postby EViews Gareth » Mon Jun 13, 2016 2:04 am

Update on this - it is going to take a while for us to fix (month or so).

In the meantime, obviously, you can create a variable equal to the function on the higher frequency page.
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EViews Gareth
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Re: Expressions are not allowed when forecasting from MIDAS

Postby EViews Gareth » Wed Jun 29, 2016 8:27 am

We have a fix for this, and it will probably be included in the patch after next.
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