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by JonathanSvoboda
Thu Dec 20, 2018 2:58 pm
Forum: Programming
Topic: Estimating out of sample RMSE for VECM model using loops
Replies: 4
Views: 4036

Re: Estimating out of sample RMSE for VECM model using loops

It was the code our prof told us to use, at this point I am pretty sure he just made a mistake. Sorry for the trouble
by JonathanSvoboda
Thu Dec 20, 2018 3:38 am
Forum: Programming
Topic: Estimating out of sample RMSE for VECM model using loops
Replies: 4
Views: 4036

Re: Estimating out of sample RMSE for VECM model using loops

I appreciate the info but unless I am missing something, it does not contain the solution to my problem. my vecm model input is var vecm1.ec(c,2) 1 2 log(tsx) pr ur inf log(gdp) @ crisis terror The problem is that this is does not gives specific values for an equation. So when I run equation vecmeq{...
by JonathanSvoboda
Thu Dec 20, 2018 12:34 am
Forum: Programming
Topic: Estimating out of sample RMSE for VECM model using loops
Replies: 4
Views: 4036

Estimating out of sample RMSE for VECM model using loops

Hello, I am relatively new to eviews and using a loop command suggested by my professor to do out of sample forecasts. It was working well until I used a vecm model and I ran into a problem smpl @all series rollyhat4 series rollse4 ' for !i=1 to 11 step 1 smpl 1997m01+(!i-1) 2015M09+(!i-1) equation ...

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