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Hi, I am currently working on programming a VAR one-step ahead forecast using a rolling window (static): for !i = 1 to @obsrange-!windowlength 'Set sample to estimation period (window) smpl !i @first+!i+!window-2 for !p = 1 to !max_lag var var_test{!p}.ls !p !p hours 'set sample to forecast period (...

I did that and I wanted to use @right in order to extract the number 2 from X2, but it does not work because @word returns a string list and @right has a string as an input.

Hi! I am creating a program that generate a large amount of equation using variables C (constant) X1 X2 X3 X4 X5 and dependent variable IMPORTS. The program generates equation using all variables or only few of them. C is present in all equations. What I wish to do is keep track of how many times th...

Hey everyone! I am currently running a program that estimates many equation (about 400) and I have extracted from each equation the R-squared, AIC and LogL values. I inputted the values into a matrix and I am interested in deleting the equations that are not within the top 10% R-squared values. For ...