Search found 10 matches

by fsaunders
Fri Sep 08, 2023 10:05 am
Forum: Estimation
Topic: MIDAS MODELS
Replies: 5
Views: 20657

Re: MIDAS MODELS

Thanks Gareth, I am so glad for all your help!!!!
by fsaunders
Fri Sep 08, 2023 9:52 am
Forum: Estimation
Topic: MIDAS MODELS
Replies: 5
Views: 20657

Re: MIDAS MODELS

Thank you very much Gareth!
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again
by fsaunders
Fri Sep 08, 2023 7:17 am
Forum: Estimation
Topic: MIDAS MODELS
Replies: 5
Views: 20657

MIDAS MODELS

Hello everyone, I am evaluating the predictive capacity of the MIDAS Models. For this, I have used the MIDAS models that eviews has available, such as PDL/ALMON; GET-MIDAS; and GETS-MIDAS with saturation indicator. I would like to be able to find some bibliography to understand the mathematical foun...
by fsaunders
Fri Sep 08, 2023 2:30 am
Forum: Programming
Topic: Nowcasting with partial information into a quarter
Replies: 1
Views: 9960

Nowcasting with partial information into a quarter

Hello everybody. I would appreciate your help. I'm currently doing a nowcast, and I'm following this post: https://blog.eviews.com/2020/12/nowcasting-gdp-with-pmi-using-midas-gets.html And this is what I have scheduled (it's all in terms of growth rates): 'keep a list of equation names for easier re...
by fsaunders
Thu Sep 07, 2023 2:39 pm
Forum: Programming
Topic: Recursive Forecasts for MIDAS and Bridge Equations
Replies: 2
Views: 11068

Re: Recursive Forecasts for MIDAS and Bridge Equations

Thanks! It works so good!
by fsaunders
Thu Sep 07, 2023 10:48 am
Forum: Programming
Topic: Recursive Forecasts for MIDAS and Bridge Equations
Replies: 2
Views: 11068

Recursive Forecasts for MIDAS and Bridge Equations

Hello! I would like your help. I am developing MIDAS models and Bridge Equations to predict Quarterly GDP with monthly and weekly data. My data starts from 2000Q1 until 2023Q1 (for all the frequencies). I would like to make recursive forecast for the period 2018Q1 - 2023Q1 , but I have no idea how I...
by fsaunders
Thu Sep 07, 2023 10:38 am
Forum: Programming
Topic: How to program a MIDAS-AR model in eviews?
Replies: 2
Views: 9875

Re: How to program a MIDAS-AR model in eviews?

Thanks so much for your comment!
by fsaunders
Tue Aug 15, 2023 3:16 am
Forum: Programming
Topic: How to program a MIDAS-AR model in eviews?
Replies: 2
Views: 9875

How to program a MIDAS-AR model in eviews?

Hello! Does anyone know if there is a version of eviews that allows me to estimate a MIDAS-AR model? Currently, I have version 12, but in this version the MIDAS-AR model option is not available. Therefore, I have no idea how to program this type of models in eviews. I would appreciate any comments. ...
by fsaunders
Sat Aug 05, 2023 2:34 am
Forum: Data Manipulation
Topic: How to generate different series in the same regression?
Replies: 2
Views: 48960

Re: How to generate different series in the same regression?

Hello, thanks so much for your help.The code works very well!
by fsaunders
Fri Aug 04, 2023 2:54 am
Forum: Data Manipulation
Topic: How to generate different series in the same regression?
Replies: 2
Views: 48960

How to generate different series in the same regression?

Hello! I want to generate three regressions, for each x_{%variables}, but the result of d1, d2, and d3 is modified and they generate the same result in the three new series. My commands are the following: smpl 2018q1 @last %SERIES = "serie1 serie2 serie3" for %variables {%series} for !i=1 ...

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