EViews.com

HI Glenn, Thanks for the steer. I've looked at the help file you quoted. I think for my application, it seems I have to go another way. The actual context I'm using PCs for forecasting. I've done 1 step ahead PC forecasting - straightforward. It is multi-step forecasting that is causing me the probl...

Hi forum. I’m stuck, and in need of help! (If context helps we can use stocks.wf1 from within eviews...) Background stocks.wf1: 5 stocks. - I can generate a principle components series, e.g. “pc1”. - I can get the table output showing the loadings (i.e the weight/importance of each series in forming...