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Hello all, I have a question that seems very simple in nature, but I can't seem to find the right command despite my search efforts. At the moment I have a number of forecasts generated in a loop and weighted them according some function of the MSE (not important). I now want to create a new series ...

I noticed this option is available for FMOLS estimation of a cointegrating regression, but not for the PP-test.

In my humble opinion, this would be a valuable addition to eviews in a future update.

Greetings,

Etienne

Anyone?

Hello, I am trying to perform a PP-test for unit roots on three economic time series (M1,M2,GNP). Following the literature on bandwidth selection (e.g. Cheung and Lai, 1997), I want to perform the PP-test with the use of a prewithened QS-kernel and Andrews bandwidth, where the prewhitening is based ...

You sir, are officially awesome!!!

We are lucky to have people like you helping us out. Thanks a bunch!

From another topic on this forum I found this method: 'define loop for !i = 1 to 550 smpl @first @first+(1756-552)+!i table varforecast var var1!i.ls 1 1 co_5_d_i no2_5_d_i nox_5_d_i o3_5_d_i pm10_5_d_i rain_5_d_i so2_5_d_i sr_5_d_i tmp_5_d_i wd_5_d_i ws_5_d_i @ tu we th fr sa su @trend @expand(@qua...

Thanks for the fast response again. I understand what you mean, but do you perhaps know of any clever way to get the forecasts in a series? Generating 11*550 new variables might not be the most efficient way to go about this

OK, one more question. I hope somebody will read this so I do not need to open a new topic, as the question is kind of related to the previous one. I am again trying to produce a series of recursive (expanding window) one step ahead forecasts. This time I am using a VAR model with endogenous and exo...

My apologies, I used the wrong loop size before and edited this in my post, which seems to have solved the problem indeed.

Thanks for the verification!

Hello, I am new to Eviews and have never programmed before, so my apologies for the ignorance that will shine through in the code I am about to post below. My problem is the following. I have a sample consisting of 1757 observation and I want to perform dynamic one step ahead forecasting on the last...