out-of-sample forecast

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Vins
Posts: 5
Joined: Fri Jul 31, 2009 7:09 am

out-of-sample forecast

Postby Vins » Wed Aug 12, 2009 6:36 am

Hello,

I have a sample which goes form 1986 to 2001 and I would
like to perform an out-of-sample forecast from an equation.
I have tried to change the range of the values in the series
(by writing down 2002 2006) in "forecast sample" in forecast
tool box of my equation, but it doesn't work.
I have already tried to change the size of my series by adding
years in "Structure/Resize Current Page..." from Proc in the workfile (as asked
by an error message in the software), but it still doesn't work.
Could you help me please.
Thank you

Vincent

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: out-of-sample forecast

Postby EViews Gareth » Wed Aug 12, 2009 8:01 am

You'll have to provide more information.

Ideally, you should provide your workfile with the equation.

Vins
Posts: 5
Joined: Fri Jul 31, 2009 7:09 am

Re: out-of-sample forecast

Postby Vins » Wed Aug 12, 2009 8:46 am

This is my workfile. I have already done the manipulations that I was speaking in my first
question. I hope it will works...
Thank you very much
Vincent
Attachments
prevision prix.wf1
it is just an exercice to understand how forecasting works in Eviews because i'm a beginer
(10.61 KiB) Downloaded 793 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: out-of-sample forecast

Postby EViews Gareth » Wed Aug 12, 2009 8:51 am

In order to forecast over the period 2002-2006, you need to have data for your independent variables (PO in your case). You don't have any data for that variable, hence the error message.

Vins
Posts: 5
Joined: Fri Jul 31, 2009 7:09 am

Re: out-of-sample forecast

Postby Vins » Thu Aug 13, 2009 5:23 am

Thank you very much


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