EViews.com

Gareth, thank you very much for the help. Using the code you provided, I've found the problem: when reading the excel spreadsheet for the quarterly data, Eviews was not using for example 2022Q1, 2022Q2, ..., but instead 03/01/2022, 06/01/2022, ... I think this was messing up with the matching of the...

Hello everyone. How are you? I'm really struggling with this problem, and I would really appreciate some help. Suppose that I want to forecast 2022Q3 GDP using a monthly variable for industrial production (let´s call it IP), the first lag of GDP and a constant with MIDAS. Now, let's consider that I'...