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Is there a way to directly save the result of a white test, such as the p-value of the F-test reported in the tables? this sort of stuff is always helpful for model governance and the like. I'm aware that one could freeze the table and extract a particular cell but assuming there's a more robust and...

Hi, I have built a large macro model (around 60 regressions, 200 variables). Until now, users shock the outputs via uploading add-factor series in a control Excel file. I'm trying to introduce variable targetting as an alternative. I've been successful on a small dummy model (GDP as a function of ex...

Any idea why [equation].@varlist, @subst and similar commands are are producing incomplete strings? I've done a few examples and they cut off part way through what should be the correct answer, typically somewhere around 80 characters. Is this the character limit (I thought I'd read 255 somewhere) a...

Superb, thank you

I am having trouble programming a file to drop an identity within a model created via @append. Say I had an identity Z= X+Y within a model object as a text-equation via '[model].append @identity Z=X+Y' and the model object has listed that as Eq3 after an equation for X and Y. Now suppose I want to c...

Thanks, this is a really helpful tool. Could you clarify how the out-of-sample RMSE analysis works please? In the blog example there are OOS estimates for periods covering the original sample. Is there something similar to 'k-fold bagging' going on? i.e. re-estimate temporarily excluding a sub-sampl...

Are there any plans to incorporate Partial Least Squares in future software releases, or as an additional add-in? I am unaware of any add-ins that currently do this, but happy to be corrected.

I am attempting to add a variable to the cointegrating vector, but for it to not feature in the VAR. Can anybody please advise on how this might be done as I have not come across it before. See 'Financial liberalisation' variable restriction in this Bank of England blog estimation. https://bankunder...

Hi Are there any plans to add Received Operating Characteristics (ROC) and the Area Under the ROC curve (AUROC/AUC) into the main program? I appreciate there is the View/Expectation-Prediction Evaluation module which is useful , and a couple of threads on here for coding a program to do this, but as...

Hi

Is it possible to create a time series of an expanding window/one-sided HP cycle? I have seen code for a rolling window but am struggling to convert to an expanding version.

Any help would be greatly appreciated,

Thank you.