Forecasting from Pool

[chrisonebas]

Hi there, I'm hoping someone can help me out.

I'm trying to estimate a panel model but I'm using a pool object to do it. The reason is that I want to let a number of the explanatory variables vary across cross sections as well as just the intercept. The problem is that under this set up there doesn't seem to be any forecasting options. I'd like to be able to perform in and out of sample forecasts for each cross section and get a reported forecast evaluation. Does anyone have any advice on how to generate this within Eviews (I'm sure it's possible manually but I'm trying to build a model that is quick to use).

Thanks for any help.
Chris

[EViews Gareth]

As mentioned in the User Guide, to forecast from a pool, you must use a model object.