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Many thanks Gareth, this looks nice.

At a first glance, I'll first create the dates/vintages string once with your second suggestion, and then use it whenever needed with your first suggestion.

Hi Gareth. Thanks for your response, sorry for the late answer, and I'll give it a second try. The calculations I'm doing treat old, past data. I use series that contain values which change over time - one important case is GDP, which gets revised quite often and quite substantially. Thus, I need di...

Hi donihue In its simple form, the DM test can be calculated by regressing the difference of the loss functions (squared or absolute error) on a constant using Newey-West standard errors 'fc1: Forecast 1 'fc2: Forecast 2 'r: Realised Data ' MSE es_fc1 = (fc1 - r)^2 es_fc2 = (fc2 - r)^2 genr d_square...

Hi, I'm using EViews 6 to calculate real-time estimations, i.e. I'm using loops over vintages to create series, estimate equations etc. for every vintage for !vi = @dtoo(%vfirst) to @dtoo(%vlast) ' loop over QUARTERS %v = @otod(!vi) ... next This works totally fine with %v being my current vintage i...