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Thanks for the reply Esther. I think the second case should apply, so the 2-by-1 element should be 2-period-ahead forecast from ecm_1, and so on? I have found the problem to be on my forecasting equation but yet to be resolved. What i found is that in the equation below,if i remove the last element ...

I have now attached my eviews workfile from the uni

Hi Esther
Just wanted to ask if you've done anything with the data yet, i couldn't send as eviews workfile because i don't have eviews at home..Please let me know if you are able to see what's wrong with my commands
Thanks

Okay, I have attached the file in excel form. However the only variables needed for the command i posted are SPOT USDGBP (sgbp), FORWARD USDGBP(fgbp) and to generate a third variable named xgbp = sgbp - fgbp. If you run the command i posted earlier with the variables, you will see what i mean and mi...

Hi there I am currently doing my masters dissertation on forecasting and I am currently using eveiws 7.2 for my work. I want to forecast spot exchange rate from my error correction model (ecm) for two variables with b(1 -1) as a restriction in the model. However i want to make the forecast from 51 e...