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Thanks! Changing the forecast sample to start at the end of the estimation sample worked!

I then saved the forecast and graphed it along with the dependent variable to construct the "Actual + Forecast" graph

Thanks! Got it to work. I just noticed that the forecast is based on the fitted (green) line instead of the actual line. Is there a way to forecast projections off the actual dependent variable observations? It makes sense to forecast a projection off the current data, since the data is accepted as ...

Hi all, Is forecasting in EViews done via clicking "Forecast" in Equation? I have a workfile with the following dependent and independent variables, with sample date 2000m1 to 2012m07 "Actual" - this is the dependent variable "W" - this is one of the independent variabl...

Thanks Gareth! I will proceed as suggested.

Thanks for the explanations! For the rolling 12 observation windows, I plan to calculate the dependent variable for the last observation. For example, the 2000M02 - 2001M01 window will be used to calculate the dependent variable for the 2001M01 observation. In this case, what is the recommended appr...

Hi Gareth, Sorry, I am not sure if I fully understand what you meant. Maybe I should illustrate my question better: Below is my rollcoefs table generated from performing a rolling regression. For each observation, say, 2001M01, the rolling regression (with a 12 observation window, 1 observation step...

With the new coefficients for each observations, I can recalculate the dependent variable using coefficients for a, b, d01, e_b, as well as a, b, d01, and e_b, such as this: Y2 for July 2012: rollcoefs_a * a + rollcoefs_b * b + rollcoefs_d01 * d01 + rollcoefs_e_b * e_b + rollcoefs_c Y2 for June 2012...

Variables that can change are the variables that you're rolling. In most cases you'll want to enter all of the variables. Since c is a column of ones, you don't need the multiplication. Got it, thanks! Now that I want to save the new Y, are there better ways besides View > Show and input the formul...

Hi Gareth, Thank you for the helpful add-in! I have several questions on how to properly use it to calculate rolling regression. Please see below and attachments for screenshots (in the order of my steps) and my workfile * The workfile has 4 variables (a, b, d01, e_b), a dependent variable y, and a ...

Actually I think I figured it out. Once I ran the rolling regression, the updated rolling coefficients are saved in the workfile for further use. I can then go to View > Show > NewFit = rollcoefs_a * a + rollcoefs_b * b + rollcoefs_c * c This NewFit will be saved as a new object, and I will be able ...

Thanks Gareth, I got it to work! This is very robust - I anchored the start date according to the manual and set the step size to 1 (increment observations by 1 per each rolling regression). Is there a way to change the View > Actual,Fitted,Residual graph to use the new rolling regression? This is s...

Hi all, I have been using Excel to run linear regressions, and I am very new to EViews. I am wondering if something I have been doing in Excel is what people call "Rolling Regression" - for every data point, I would compute coefficients using that data point and all prior data points befor...