EV10-11 STL decomposition - option forclen in cmd line seems ignored

[roboa]

Hello there,

in STL decomposition the option "forclen" in command line seems to be ignored. Running STL decomposition through the menu (setting forecast length) works fine. Perhaps the option for forecast length in command line has some different name.

Example of the code to give you an idea about the issue:

Code: Select all

pagecreate d5 2000 2019

smpl @first @first+20
series y = nrnd
smpl @first+21 @now
series y = .9*y(-21)+.5*nrnd

smpl @all

y.stl(estsmpl=@first @now, forclen=21, inits=2, outits=2)


Regards,
Robert

[EViews Matt]

Hello,

Thank you for identifying that problem. It will be fixed in the next EViews patch.