Search found 2 matches
- Mon Mar 24, 2014 2:24 pm
- Forum: Programming
- Topic: Rolling window ARMA Forecast
- Replies: 3
- Views: 4946
Re: Rolling window ARMA Forecast
Thanks for the help Gareth! The problem is that I also need all the estimated parameters of ar(1), ar(2) and Ma(1) over the whole in-sample estimation period stored, and I have been trying to construct another code that does that. But again I run into "sample error" on the Arma (2,1) model...
- Sun Mar 23, 2014 1:31 pm
- Forum: Programming
- Topic: Rolling window ARMA Forecast
- Replies: 3
- Views: 4946
Rolling window ARMA Forecast
Hi! I'm having some problems with programming an rolling window Arma (2,1) forecast for my project. I'm a rookie at programming in eviews but I have acquired a program that has been used for the same purpose but I have modified it to fit my number of observations. The problem is that it doesn't work...
