forecast bug simple equation

[rousing]

Hi

I am unable to create a simple one-step ahead forecast in a standard OLS model (eq01) and with ar/ma terms (eq02).
With the following fc settings:

fc_settings.JPG (36.58 KiB) Viewed 5347 times

My serial number is 90C05629 and running Eviews 9 on May 7 2015 build

Best regards
Rasmus

[startz]

I am very curious about where the variable SIGMASQ is coming from.

[rousing]

I think it is autimatically added when doing arma terms with maximum likelihood in Eviews 9

[startz]

Thanks. I didn't know that.

BTW, I couldn't get your equation to forecast either.

[EViews Gareth]

Our mistake. New patch is out to fix it.

[rousing]

Excellent, thanks a lot :)