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- Sun Jun 21, 2015 7:55 am
- Forum: Programming
- Topic: Fixed rolling window forecast with Eviews 8.1
- Replies: 1
- Views: 2109
Fixed rolling window forecast with Eviews 8.1
Dear all, I am currently coding a fixed rolling window forecast for the simple linear equation: ls return c ep fcf. The data ranges from 2000 to 2014 whereas I want to forecast the years 2011 to 2014 with the prior years. Therefore, the window size must remain 15 over time, which means that per fore...