forecast with functional coefficients

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paolo.zanghieri
Posts: 49
Joined: Wed Mar 05, 2014 10:52 am

forecast with functional coefficients

Postby paolo.zanghieri » Thu Jul 29, 2021 5:13 am

Hi,
I am estimating an equation with FUNCOEF. I get the results, but when I try to get the fitted series (both via menu and code) I get a syntax error. I am using Eviews 12 Jun. 8 build.
thanks a lot

EViews Mirza
Posts: 80
Joined: Sat Apr 22, 2017 8:23 pm

Re: forecast with functional coefficients

Postby EViews Mirza » Thu Jul 29, 2021 7:14 am

Hi!

Would you mind submitting your workfile/program? It will help in diagnosing and fixing the bug.

Mirza

paolo.zanghieri
Posts: 49
Joined: Wed Mar 05, 2014 10:52 am

Re: forecast with functional coefficients

Postby paolo.zanghieri » Fri Jul 30, 2021 12:26 am

Sure, please look at the Q page, all equation except _thr
thanks
Attachments
rstarhf.wf1
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EViews Mirza
Posts: 80
Joined: Sat Apr 22, 2017 8:23 pm

Re: forecast with functional coefficients

Postby EViews Mirza » Fri Jul 30, 2021 6:26 am

I believe I understand why you're getting that message. In the estimation dialog, under "Functional coefficient series", you're providing multiple series. The functional coefficient estimator expects a single series here. Although you're getting estimation results, they are based only the first series in the list you're providing. Hence, to get forecasting to work, you'll have to re-estimate those equations with a single functional coefficient series spec.

I hope this helps.

paolo.zanghieri
Posts: 49
Joined: Wed Mar 05, 2014 10:52 am

Re: forecast with functional coefficients

Postby paolo.zanghieri » Mon Aug 02, 2021 3:49 am

Thanks a lot.


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