rolling regression forecast

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Andrea89
Posts: 1
Joined: Wed Jan 22, 2014 6:53 am

rolling regression forecast

Postby Andrea89 » Wed Jan 22, 2014 7:08 am

hi guys,

Our task is to use a rolling window to forecast, we know how to make a rolling regression but we do not know how to combine it with forecasting. Is there a way to avoid doing it manually?

Some tips, please?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: rolling regression forecast

Postby EViews Gareth » Wed Jan 22, 2014 8:53 am

http://forums.eviews.com/viewtopic.php?f=15&t=878
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