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Hello, I have another issue. I tried to adjust the program for recursive window estimation that was (almost) like that provided somewhere in this forum. I wanted to create 12 X variables and than to regresses Y on a constant and each X in separate equations. For the simple IS analysis the procedure ...

Thank you for the response! I tried two ways, what I think could be correct. First: !window = 180 smpl oos genr MSPE1 = @sumsq(fcast1 - y)/!window genr MSPE2 = @sumsq(fcast2 - y)/!window genr MSPE3= @sumsq(fcast1-fcast2)/!window genr CW= (MSPE1-MSPE2+MSPE3)*1000 This gives me a series with the same ...

For you it might be obvious, for me there is nothing in eviews that is "pretty clear, simple and straightforward..." I just started using eviews 3 weeks ago and besides writing my paper have to come along with it by myself. Besides the user eviews command reference there is nothing really ...

Here is an explanation (by Paye) of the procedure of Clark and West (2007)

Thanks! It works :)
Sorry for the confusion!

Hello, I am trying to compare the performance of a univariate to a model that nests the univariate model and is extended by a macroeconomic variable. The t-test is not appropriate for such nested models. Thus, I would like to use the Clark and West (2007) test and the Giacomini and White (2006) test...

Hello,

thanks for your response!

I thought of the following definition of the geometric mean:

(return 1 * return 2 *...* return n)^1/n

I think your proposed procedure doesn't really reflect this definition...
Do you maybe have another idea? I am thankful about every hint :)

Hello, my workfile consists of different pages with different sampling frequencies (1. page- daily, 2. page -monthly, 3. page - quaterly). I am trying to copy monthly data to the quaterly data page by taking the geometric mean of every quater. I know about the possibility "paste special..."...

Thank you! Now it works :)

Hello, thanks for your response! I just started using Eviews... When I use: %list = @wlookup("*", "series") there is no error but I can not see any changes in the workfile. After the next command: for %j {%list} Eviews shows following Error Message: Flow of control statement exec...

Hello,

I want to standardize all variables in the following way:

series std_inflation= (inflation-@mean(inflation))/@stdev(inflation)

Is there any command, which can be used to do this foreach (and all) series I have in my workfile at once?

Thanks in advance!
Jelena