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Hi there, I regress the dependent variable (Y) on a lagged of independent variable (x) in Eviews 9 by applying the command(Y c x(-1)). I surprise, because if I lagged X manually in an Excel file and then applying that in regression(Y c x),I get a different result from the previous estimation. Also, ...

But how could I do FVI test before deleting gby?

I attached the workfile. I simply used this command: r c bm dy ep inf svar pres ms gby tb ts , r as a dependant and 10 others as independent. This command works if I eliminate gby that I guess, it might be correlated with 2 others.

Hi, I'm estimating a regression with 10 independent variables. When I run the regression I get a message "near singular matrix". I reviewed other posts on this message and I realized it shows multi collinearity and I need to check VIF test. But how can I do that? Because I need to estimate...

Hi, I'm using Eviews 8. I need to winsorize my variables at a 0.05% level. I already downloaded trimming and winsorizing from my add_in. My question is when I open the toolbox for winsorizing two links appear that I'm not sure what should I write there. These two links have default number: q% lowest...

Hi Gareth, I've changed the rolling regression program that I found in the forum a little bit and used it for forecasting one period ahead out-of-sample forecast (I needed to do recursive regression).Then, for checking that my program is correct I've done manually one period ahead forecast for 24 ob...

I have another question. I've used the advance rolling regression from Add-ins to estimate my regressions. When the results appeared in the summary table in the link "proc" above that table another link "forecast" is now active. I'm confused now, I needed to do one step ahead for...

Yes, you are right. Just installed advance rolling Add-ins and found there is an option to fix the start point. Anyway, thank you very much for your time.

Thanks a lot for your quick replay. I have 233 monthly observations for two series of variables (one independant variable: X and one dependant variable: R).My regression is R(t)= c1+c2 X(t-1). I've used 153 first observations to estimate in-sample results. I need to do one step ahead forecast as out...

Hi Dear Eviews users,

I was wondering if there is any Add-ins package in the Eviews 8 that can be used for recursive regression or if I can change settings of Rolling regression in Add-ins package of the Eviews to get the recursive regression result.

Thanks

Hi, I have a linear regression with an in-dependant variable. I estimated this equation for in-sample result for the period 1994m12 to 2007m08. Now I need to use that estimation to do one step ahead out-sample forecast for the period 2007m08 to 2014m02. I need to save the forecasted independant vari...