small bug in forecast name field?

[startz]

Here's a picture of an equation with the forecast tab hit. Note that the dependent variable is "SPREAD," but the suggested forecast name is different.

If it matters, the dependent variable is a frml and the suggested name looks to have been picked up from the previous forecast.

Capture.PNG (96.25 KiB) Viewed 4108 times

[EViews Glenn]

What is the expression in the frml?

[startz]

Formula: tb6ms-tb3ms

I've attached the workfile.

[EViews Glenn]

It's not a bug, it's a feature :). It's picking up the dependent variable from the underlying expression inside the frml. The equation you are estimating is interpreted by EViews as equivalent to

Code: Select all

LS TB6MS-TB3MS AR(1) MA(1 TO 2)

As per EViews custom, the TB6MS is considered to be the dependent variable for purposes of dynamics, and it's name is used when building the forecast expression.

[startz]

At least I understand now.
Thanks.