No Forecasted S.E.

[tkennison]

Hi,

When solving a single equation object for the forecast and standar error, I am getting the entire forecast over the forecast period, but I am getting the standard error in the first period of the forecast only. Do you know why this would be the case?

Many thanks,
Travis

See code (and picture) below:

%beginfcst = "2012q1"
%endfcst = "2019q4"

smpl %beginfcst %endfcst
eq_rle_{%current}.forecast rle_{%current} rle_SE

[EViews Gareth]

Hard to say without seeing the workfile/equation.

[tkennison]

Hi Garrett,

My apologies, please see the below code and attached work file. Let me know if there is any other information I can provide.

Many thanks in advance,
Travis

Code: Select all

'############################################# 'VARIABLES '############################################# 'update number %current = "0112" %previous = "0811" 'dates %endhist = "2011q4" %beginfcst = "2012q1" %endfcst = "2019q4" %beginfcst_price = "2011" '############################################# 'SUBROUTINES '############################################# 'Run in the order listed call forecast 'forecast model, including standard error '############################################### subroutine forecast pageselect quarterly smpl @all if @isobject("eq_rle_" + %current) then else copy eq_rle_{%previous} eq_rle_{%current} endif 'forecast!! 'get Eviews forecast to compare to Excel forecast 'get standard error to produce confidence interval in Excel 'Riding Lawn Equipment smpl %beginfcst %endfcst eq_rle_{%current}.forecast rle_{%current} rle_SE 'graph to compare forecasts smpl 2005 @last graph gr_rle rle_{%current} rle_{%previous} show gr_rle smpl @all endsub '###############################################

[tkennison]

Sorry, Gareth.

[EViews Gareth]

If you download the latest patch, it should be fixed for you.

[tkennison]

Gareth,

Many thanks for the help!

Best regards,
Travis