Search found 3 matches
- 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
- 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{...
- 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 ...
