Search found 4 matches
- Wed Aug 28, 2013 2:06 pm
- Forum: Estimation
- Topic: Out of sample forecast
- Replies: 1
- Views: 1928
Out of sample forecast
I have estimated a VAR on a training dataset. Now, rather than an out-of-period estimate, I want to apply the estimated model/coefficients to an entirely different set of observations over the same smpl time frame. Is there a way to do this? (I have Eviews 8 64-bit Enterprise edition)
- Wed Aug 28, 2013 2:02 pm
- Forum: Data Manipulation
- Topic: Aggregation of Panel Data
- Replies: 4
- Views: 4347
Re: Aggregation of Panel Data
Thank you that does the trick!
- Tue Aug 27, 2013 2:29 pm
- Forum: Data Manipulation
- Topic: Aggregation of Panel Data
- Replies: 4
- Views: 4347
Re: Aggregation of Panel Data
Attached is a workfile. I want to aggregate dq by proptype and activitydt. Then in another page I want to aggregate dq by purposetype and activitydt. BTW I am using EVIEWS 8 Enterprise 64 bit.
- Tue Aug 27, 2013 1:26 pm
- Forum: Data Manipulation
- Topic: Aggregation of Panel Data
- Replies: 4
- Views: 4347
Aggregation of Panel Data
I have an unbalanced panel which consists of: 1) hundreds of unique individual id; 2) a group id (A,B,C); 3) T time periods; 4) other variables I want to create a panel in which the individuals are aggregated by group, so that the panel is 3xT. I have created a new page using group id as the cross i...