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HI, I am using Simple Linear regression, M and MM methods. I need to generate estimation errors of individual predictions in Out-of-Sample period. I understand that Forecast command can give forecasts. But is there a way to get individual variances for these forecasts? I understand that it comes fro...

Thanks Gareth! I have successfully written a program to generate M and MM Methods for bunch of regression equations. Following is my program. I run one equation at a time and append all my results in a Spool to export to excel for my further analysis. My data is arranged vertically. With s_id as a f...

Hello there, I am Vineet, PhD student and I need to run MM estimation for my analysis. I have set of 800 companies. I have their daily share prices and Market data matched date wise. However, how do I run MM estimation without running Eviews for 800 times? Is there a way to run bunch of regression e...