Search found 6 matches
- Thu Oct 20, 2016 8:48 am
- Forum: Programming
- Topic: State Space forecasting with a rolling window
- Replies: 4
- Views: 5556
Re: State Space forecasting with a rolling window
Hi Gareth, Yes, I think I just fixed the issue you pointed out. I removed the append lines from the loop. After these modifications, my code looks like (again, this is for a 4-periods ahead forecast): 'run rolling regression ' set window size !window = 156 '13 years ' set step size !step = 1 ' get s...
- Thu Oct 20, 2016 7:37 am
- Forum: Programming
- Topic: State Space forecasting with a rolling window
- Replies: 4
- Views: 5556
Re: State Space forecasting with a rolling window
Hi, Thank you for the quick answer. The problem with the code seems to be in the forecast part. When I run the estimation part only, with a rolling window, it works. However, when I run the forecast part with the maximum likelyhood estimation(SSPACE.ml) and the forecast commande (SSPACE.forecast @si...
- Wed Oct 19, 2016 1:46 pm
- Forum: Programming
- Topic: State Space forecasting with a rolling window
- Replies: 4
- Views: 5556
State Space forecasting with a rolling window
Hi, I have defined a given State Space Model and I am trying to forecast 1 to 8-period ahead with a fixed rolling window. However, it seems that Eviews can not estimate the SSpace's state in a rolling window. When I run my code, I have the error message: Invalid or duplicate specification for state ...
- Thu Sep 22, 2016 1:02 pm
- Forum: Programming
- Topic: Rolling Window Forecast with a VAR Model
- Replies: 1
- Views: 10843
Rolling Window Forecast with a VAR Model
Hi, I’m trying to run a rolling window forecast with a VAR model. I found a program on this forum (at this page: http://forums.eviews.com/viewtopic.php?t=9752) that I took as a starting point, see below. My situation: Observations: 212 (sample: 1999m01 – 2016m08) Fixed estimation period (rolling win...
- Wed Aug 12, 2015 2:14 pm
- Forum: Programming
- Topic: Sorting last data of a group variables
- Replies: 3
- Views: 4015
Re: Sorting last data of a group variables
Hi,
Thanks for the quick answer.
I did what you recommended, but this method does not match the variable names with the observations in the bar chart.
Is it possible to do so?
Thanks
Thanks for the quick answer.
I did what you recommended, but this method does not match the variable names with the observations in the bar chart.
Is it possible to do so?
Thanks
- Wed Aug 12, 2015 12:42 pm
- Forum: Programming
- Topic: Sorting last data of a group variables
- Replies: 3
- Views: 4015
Sorting last data of a group variables
Hi, I'm using Eviews 8. I would like to create a bar graph with the last observation of 40 variables, but arranging the data values from maximum value to minimum value. In addition, I would like the graph update itself with the new data each quarter and variable names to be linked to the observation...
