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Gareth, any hints on how I should go about using summation notation and skip sampling for the regression in EViews? I would really appreciate your input. Thank you very much!

Hello, I am attempting to estimate a regression using the Mixed Data Sampling (MIDAS) model, as found in Kuzin, Marcellino and Schumacher (2009). Basically, the MIDAS model is a direct forecasting tool that makes use of data of different frequencies. The problem I am facing is that I have two variab...

Thank you for your quick reply! I have successfully estimated the required VARs now, but I am having some trouble generating the forecasts needed and storing them in a series. So far my code looks like this: for !i=0 to 24 smpl @first 1999q1+!i var var01!i.ls 1 1 lgdp cci 'VAR forecasts var01!i.make...

Hello all, Please forgive the simplicity of my question as I am new to Eviews. I have a data set covering the period 1993q1 to 2006q4. I am trying to generate a series of 1 step ahead ex-post forecasts starting from 2000q1 to 2006q4 using a VAR model. The idea is to estimate a VAR model using the sa...