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I’ve managed to put together a code but I’m not sure if the outcome is a dynamic 6 step ahead out of sample forecast. It looks more like 1 step forecast with a rolling window of 6. First, eq1 was estimated for in-sample period (until 2005:02) and afterwards: ' Sample forecast smpl 2005:02 2008:10 'g...

Hello, I have a simple eq of the form: Dpt= c(1)+c(2)*Q(t)+c(3)*(Dpt(-1)+Dpt(-2))/2 and I desire to employ from a range of 314 observations an out-of sample (270-314 obs) dynamic forecast with 6 steps ahead and compare it with a random walk static one. However, I saw that it is not possible to speci...

Hello, I desire to make Eviews implement automatically serial correlation and ADF tests for multiple windows of data. More specifically, I want to divide 22,000 return observations into non-overlapping windows of 100 observations and perform the autocorrelation and unit root test for each block. Mor...

Thanks a lot ! I just have to restrict some parameters and I'm done. Already saw a topic in this concern.

All my best,
Chris

Hello, I am quite new to EViews and I desire to estimate a model that includes a hyperbolic tangent with NLLS. Equation is of the form Yt= c1+c2*Xt +tanh((Xt+1-Xt)*(c3*Xt-c4*Pt)). A syntax error appears when implemented. What are the proper steps for estimating such parameters? Should I provide some...