Expressions are not allowed when forecasting from MIDAS

[trubador]

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]

Ouch. We'll fix

[EViews Gareth]

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.

[EViews Gareth]

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