Search found 2 matches

by garderobert
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...
by garderobert
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...

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