VAR forecast name suffix

[bdamasio]

Dear all,
Is there a way to change the lenght of VAR forecast name suffix?
I am performing a lots of VAR forecasts (more than 2000) and need to identify the forecast associated with each combination of variables.
Each VAR name represents both the lag lenght and the endogenous variables, for instance "VAR1_unem_gfcf", "VAR2_unem_gfcf" or "VAR1_tbill_gfcf"
Thus, the natural names for the forecasted series will be "gdp_f_1_unem_gfcf", "gdp_f_2_unem_gfcf" and "gdp_f_1_tbill_gfcf".
However this is not possible since I get the error message: "VAR forecast name suffix must be 3 characters or less".

Can you help me?
Is there an option, like for Alpha series names (Options > General Options > Series and Alphas), for change the maximum characters names for forecast series?

Thank you.
Bruno.

[EViews Gareth]

Unfortunately there is not.

Of course you can always manually rename the forecast series to whatever you want after doing the forecast.

[bdamasio]

So I can not forecast more than 999 different series in the same workfile?


What is the best way to rename the 2000 VAR models (perhaps in several workfiles) in this way: "v1; v2; ... v2000"?

I created a string with all the models:

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string models=@lookup("var*", "var")

Then I created one string (v"i", i=1,...2000) per model:

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for !k to @wcount(models) string v{!k}=@word(models,{!k}) next

How can rename all the models with a loop?
It is something like

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for %i {models} {%i}.rename "INSERT HERE EACH ONE OF THE STRINGS v{!k} FOR EACH {%i}" next

?

Is there any other easiest way to do it?

Thank you.

[EViews Gareth]

The number of series you can forecast is somewhat unlimited. Only the suffix has to be 3 characters - the rest of the name can be another 21 characters.

You don't need to rename the VARs, just the forecast series.

[bdamasio]

Right. Thank you Gareth.
But how should I rename the forecast series?
However, the VAR are built as follows:

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for !j=1 to 4 for %i {vars} var var2_{!j}_{%i}.ls 1 {!j} {%dependent} {%i} next next

How can I conduct the forecasts in this way?
I mean, the VAR don't have an numerical order, they distinguished from one another throughout the endogenous variables and lag lenght.
How can I call each VAR to then ask for the forecasts?

One possible way might be:

Code: Select all

for !j=1 to 4 for %i {vars} smpl @first @last-{!h}-1 var var2_{!j}_{%i}.ls 1 {!j} {%dependent} {%i} next next string var2=@wlookup("var2*", "var") for !k=1 to @wcount(var2) for !j=1 to 4 for %i {vars} smpl @last-{!h} @last var2_{!j}_{%i}.forecast(g, e) f{!k} next next next

But the forecasted series are all equal!
Can you help me?
What do you suggest?

[EViews Gareth]

You don't need the names of the VARs. The output forecast series will be the names of the endogenous variables with the suffix appended. You know the names of the endogenous variables, since you're creating the VARs with them.

[bdamasio]

Sorry Gareth, but how can I do that in my framework?
My interest is to forecast one series ({%dependent}). I have thousands of different VAR models, the series names identify the VAR since there is not any characters lenght limit. Since the suffix names for the respective forecasts are limited to three characters how can I identify the forecast series with the same name of the VAR model one?
Can I choose the forecast series directly, instead of choose only its suffixes?

Is there other syntax than

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var2_{!j}_{%i}.forecast(g, e) f_{!j}_{%i}

?

[EViews Gareth]

A VAR doesn't have a single dependent variable, so no.

Say you're forecasting from VAR myvar01. And you know that the variables in the VAR are GDP and UNEMP.

The line:

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myvar01.forecast _f

tells the VAR to create the two forecast series GDP_F and UNEMP_F.
I can then rename them, since I know what they will be:

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rename gdp_f gdp_forecast_0101 rename unemp_f unemp_forecast_0101

[bdamasio]

More precisely, this is the list of the VAR models:
VAR3_1_CEMP_DCP VAR3_1_CEMP_EURUSD VAR3_1_CEMP_GF VAR3_1_CEMP_IPC VAR3_1_CEMP_LTI VAR3_1_CEMP_STI VAR3_1_CEMP_T3 VAR3_1_CEMP_UN VAR3_1_CEUR_CEMP VAR3_1_CEUR_CPR VAR3_1_CEUR_CPT VAR3_1_CEUR_CPU VAR3_1_CEUR_DCP VAR3_1_CEUR_EURUSD VAR3_1_CEUR_GF VAR3_1_CEUR_IPC VAR3_1_CEUR_LTI VAR3_1_CEUR_STI VAR3_1_CEUR_T3 VAR3_1_CEUR_UN VAR3_1_CPR_CEMP VAR3_1_CPR_CEUR VAR3_1_CPR_CPT VAR3_1_CPR_CPU VAR3_1_CPR_DCP VAR3_1_CPR_EURUSD VAR3_1_CPR_GF VAR3_1_CPR_IPC VAR3_1_CPR_LTI VAR3_1_CPR_STI VAR3_1_CPR_T3 VAR3_1_CPR_UN VAR3_1_CPT_CEMP VAR3_1_CPT_CEUR VAR3_1_CPT_CPR VAR3_1_CPT_CPU VAR3_1_CPT_DCP VAR3_1_CPT_EURUSD VAR3_1_CPT_GF VAR3_1_CPT_IPC VAR3_1_CPT_LTI VAR3_1_CPT_STI VAR3_1_CPT_T3 VAR3_1_CPT_UN VAR3_1_CPU_CEMP VAR3_1_CPU_CEUR VAR3_1_CPU_CPR VAR3_1_CPU_CPT VAR3_1_CPU_DCP VAR3_1_CPU_EURUSD VAR3_1_CPU_GF VAR3_1_CPU_IPC VAR3_1_CPU_LTI VAR3_1_CPU_STI VAR3_1_CPU_T3 VAR3_1_CPU_UN VAR3_1_DCP_CEMP VAR3_1_DCP_CEUR VAR3_1_DCP_CPR VAR3_1_DCP_CPT VAR3_1_DCP_CPU VAR3_1_DCP_EURUSD VAR3_1_DCP_GF VAR3_1_DCP_IPC VAR3_1_DCP_LTI VAR3_1_DCP_STI VAR3_1_DCP_T3 VAR3_1_DCP_UN VAR3_1_EURUSD_CEMP VAR3_1_EURUSD_CEUR VAR3_1_EURUSD_CPR VAR3_1_EURUSD_CPT VAR3_1_EURUSD_CPU VAR3_1_EURUSD_DCP VAR3_1_EURUSD_GF VAR3_1_EURUSD_IPC VAR3_1_EURUSD_LTI VAR3_1_EURUSD_STI VAR3_1_EURUSD_T3 VAR3_1_EURUSD_UN VAR3_1_GF_CEMP VAR3_1_GF_CEUR VAR3_1_GF_CPR VAR3_1_GF_CPT VAR3_1_GF_CPU VAR3_1_GF_DCP VAR3_1_GF_EURUSD VAR3_1_GF_IPC VAR3_1_GF_LTI VAR3_1_GF_STI VAR3_1_GF_T3 VAR3_1_GF_UN VAR3_1_IPC_CEMP VAR3_1_IPC_CEUR VAR3_1_IPC_CPR VAR3_1_IPC_CPT VAR3_1_IPC_CPU VAR3_1_IPC_DCP VAR3_1_IPC_EURUSD VAR3_1_IPC_GF VAR3_1_IPC_LTI VAR3_1_IPC_STI VAR3_1_IPC_T3 VAR3_1_IPC_UN VAR3_1_LTI_CEMP VAR3_1_LTI_CEUR VAR3_1_LTI_CPR VAR3_1_LTI_CPT VAR3_1_LTI_CPU VAR3_1_LTI_DCP VAR3_1_LTI_EURUSD VAR3_1_LTI_GF VAR3_1_LTI_IPC VAR3_1_LTI_STI VAR3_1_LTI_T3 VAR3_1_LTI_UN VAR3_1_STI_CEMP VAR3_1_STI_CEUR VAR3_1_STI_CPR VAR3_1_STI_CPT VAR3_1_STI_CPU VAR3_1_STI_DCP VAR3_1_STI_EURUSD VAR3_1_STI_GF VAR3_1_STI_IPC VAR3_1_STI_LTI VAR3_1_STI_T3 VAR3_1_STI_UN VAR3_1_T3_CEMP VAR3_1_T3_CEUR VAR3_1_T3_CPR VAR3_1_T3_CPT VAR3_1_T3_CPU VAR3_1_T3_DCP VAR3_1_T3_EURUSD VAR3_1_T3_GF VAR3_1_T3_IPC VAR3_1_T3_LTI VAR3_1_T3_STI VAR3_1_T3_UN VAR3_2_CEMP_CEUR VAR3_2_CEMP_CPR VAR3_2_CEMP_CPT VAR3_2_CEMP_CPU VAR3_2_CEMP_DCP VAR3_2_CEMP_EURUSD VAR3_2_CEMP_GF VAR3_2_CEMP_IPC VAR3_2_CEMP_LTI VAR3_2_CEMP_STI VAR3_2_CEMP_T3 VAR3_2_CEMP_UN VAR3_2_CEUR_CEMP VAR3_2_CEUR_CPR VAR3_2_CEUR_CPT VAR3_2_CEUR_CPU VAR3_2_CEUR_DCP VAR3_2_CEUR_EURUSD VAR3_2_CEUR_GF VAR3_2_CEUR_IPC VAR3_2_CEUR_LTI VAR3_2_CEUR_STI VAR3_2_CEUR_T3 VAR3_2_CEUR_UN VAR3_2_CPR_CEMP VAR3_2_CPR_CEUR VAR3_2_CPR_CPT VAR3_2_CPR_CPU VAR3_2_CPR_DCP VAR3_2_CPR_EURUSD VAR3_2_CPR_GF VAR3_2_CPR_IPC VAR3_2_CPR_LTI VAR3_2_CPR_STI VAR3_2_CPR_T3 VAR3_2_CPR_UN VAR3_2_CPT_CEMP VAR3_2_CPT_CEUR VAR3_2_CPT_CPR VAR3_2_CPT_CPU VAR3_2_CPT_DCP VAR3_2_CPT_EURUSD VAR3_2_CPT_GF VAR3_2_CPT_IPC VAR3_2_CPT_LTI VAR3_2_CPT_STI VAR3_2_CPT_T3 VAR3_2_CPT_UN VAR3_2_CPU_CEMP VAR3_2_CPU_CEUR VAR3_2_CPU_CPR VAR3_2_CPU_CPT VAR3_2_CPU_DCP VAR3_2_CPU_EURUSD VAR3_2_CPU_GF VAR3_2_CPU_IPC VAR3_2_CPU_LTI VAR3_2_CPU_STI VAR3_2_CPU_T3 VAR3_2_CPU_UN VAR3_2_DCP_CEMP VAR3_2_DCP_CEUR VAR3_2_DCP_CPR VAR3_2_DCP_CPT VAR3_2_DCP_CPU VAR3_2_DCP_EURUSD VAR3_2_DCP_GF VAR3_2_DCP_IPC VAR3_2_DCP_LTI VAR3_2_DCP_STI VAR3_2_DCP_T3 VAR3_2_DCP_UN VAR3_2_EURUSD_CEMP VAR3_2_EURUSD_CEUR VAR3_2_EURUSD_CPR VAR3_2_EURUSD_CPT VAR3_2_EURUSD_CPU VAR3_2_EURUSD_DCP VAR3_2_EURUSD_GF VAR3_2_EURUSD_IPC VAR3_2_EURUSD_LTI VAR3_2_EURUSD_STI VAR3_2_EURUSD_T3 VAR3_2_EURUSD_UN VAR3_2_GF_CEMP VAR3_2_GF_CEUR VAR3_2_GF_CPR VAR3_2_GF_CPT VAR3_2_GF_CPU VAR3_2_GF_DCP VAR3_2_GF_EURUSD VAR3_2_GF_IPC VAR3_2_GF_LTI VAR3_2_GF_STI VAR3_2_GF_T3 VAR3_2_GF_UN VAR3_2_IPC_CEMP VAR3_2_IPC_CEUR VAR3_2_IPC_CPR VAR3_2_IPC_CPT VAR3_2_IPC_CPU VAR3_2_IPC_DCP VAR3_2_IPC_EURUSD VAR3_2_IPC_GF VAR3_2_IPC_LTI VAR3_2_IPC_STI VAR3_2_IPC_T3 VAR3_2_IPC_UN VAR3_2_LTI_CEMP VAR3_2_LTI_CEUR VAR3_2_LTI_CPR VAR3_2_LTI_CPT VAR3_2_LTI_CPU VAR3_2_LTI_DCP VAR3_2_LTI_EURUSD VAR3_2_LTI_GF VAR3_2_LTI_IPC VAR3_2_LTI_STI VAR3_2_LTI_T3 VAR3_2_LTI_UN VAR3_2_STI_CEMP VAR3_2_STI_CEUR VAR3_2_STI_CPR VAR3_2_STI_CPT VAR3_2_STI_CPU VAR3_2_STI_DCP VAR3_2_STI_EURUSD VAR3_2_STI_GF VAR3_2_STI_IPC VAR3_2_STI_LTI VAR3_2_STI_T3 VAR3_2_STI_UN VAR3_2_T3_CEMP VAR3_2_T3_CEUR VAR3_2_T3_CPR VAR3_2_T3_CPT VAR3_2_T3_CPU VAR3_2_T3_DCP VAR3_2_T3_EURUSD VAR3_2_T3_GF VAR3_2_T3_IPC VAR3_2_T3_LTI VAR3_2_T3_STI VAR3_2_T3_UN VAR3_3_CEMP_CEUR VAR3_3_CEMP_CPR VAR3_3_CEMP_CPT VAR3_3_CEMP_CPU VAR3_3_CEMP_DCP VAR3_3_CEMP_EURUSD VAR3_3_CEMP_GF VAR3_3_CEMP_IPC VAR3_3_CEMP_LTI VAR3_3_CEMP_STI VAR3_3_CEMP_T3 VAR3_3_CEMP_UN VAR3_3_CEUR_CEMP VAR3_3_CEUR_CPR VAR3_3_CEUR_CPT VAR3_3_CEUR_CPU VAR3_3_CEUR_DCP VAR3_3_CEUR_EURUSD VAR3_3_CEUR_GF VAR3_3_CEUR_IPC VAR3_3_CEUR_LTI VAR3_3_CEUR_STI VAR3_3_CEUR_T3 VAR3_3_CEUR_UN VAR3_3_CPR_CEMP VAR3_3_CPR_CEUR VAR3_3_CPR_CPT VAR3_3_CPR_CPU VAR3_3_CPR_DCP VAR3_3_CPR_EURUSD VAR3_3_CPR_GF VAR3_3_CPR_IPC VAR3_3_CPR_LTI VAR3_3_CPR_STI VAR3_3_CPR_T3 VAR3_3_CPR_UN VAR3_3_CPT_CEMP VAR3_3_CPT_CEUR VAR3_3_CPT_CPR VAR3_3_CPT_CPU VAR3_3_CPT_DCP VAR3_3_CPT_EURUSD VAR3_3_CPT_GF VAR3_3_CPT_IPC VAR3_3_CPT_LTI VAR3_3_CPT_STI VAR3_3_CPT_T3 VAR3_3_CPT_UN VAR3_3_CPU_CEMP VAR3_3_CPU_CEUR VAR3_3_CPU_CPR VAR3_3_CPU_CPT VAR3_3_CPU_DCP VAR3_3_CPU_EURUSD VAR3_3_CPU_GF VAR3_3_CPU_IPC VAR3_3_CPU_LTI VAR3_3_CPU_STI VAR3_3_CPU_T3 VAR3_3_CPU_UN VAR3_3_DCP_CEMP VAR3_3_DCP_CEUR VAR3_3_DCP_CPR VAR3_3_DCP_CPT VAR3_3_DCP_CPU VAR3_3_DCP_EURUSD VAR3_3_DCP_GF VAR3_3_DCP_IPC VAR3_3_DCP_LTI VAR3_3_DCP_STI VAR3_3_DCP_T3 VAR3_3_DCP_UN VAR3_3_EURUSD_CEMP VAR3_3_EURUSD_CEUR VAR3_3_EURUSD_CPR VAR3_3_EURUSD_CPT VAR3_3_EURUSD_CPU VAR3_3_EURUSD_DCP VAR3_3_EURUSD_GF VAR3_3_EURUSD_IPC VAR3_3_EURUSD_LTI VAR3_3_EURUSD_STI VAR3_3_EURUSD_T3 VAR3_3_EURUSD_UN VAR3_3_GF_CEMP VAR3_3_GF_CEUR VAR3_3_GF_CPR VAR3_3_GF_CPT VAR3_3_GF_CPU VAR3_3_GF_DCP VAR3_3_GF_EURUSD VAR3_3_GF_IPC VAR3_3_GF_LTI VAR3_3_GF_STI VAR3_3_GF_T3 VAR3_3_GF_UN VAR3_3_IPC_CEMP VAR3_3_IPC_CEUR VAR3_3_IPC_CPR VAR3_3_IPC_CPT VAR3_3_IPC_CPU VAR3_3_IPC_DCP VAR3_3_IPC_EURUSD VAR3_3_IPC_GF VAR3_3_IPC_LTI VAR3_3_IPC_STI VAR3_3_IPC_T3 VAR3_3_IPC_UN VAR3_3_LTI_CEMP VAR3_3_LTI_CEUR VAR3_3_LTI_CPR VAR3_3_LTI_CPT VAR3_3_LTI_CPU VAR3_3_LTI_DCP VAR3_3_LTI_EURUSD VAR3_3_LTI_GF VAR3_3_LTI_IPC VAR3_3_LTI_STI VAR3_3_LTI_T3 VAR3_3_LTI_UN VAR3_3_STI_CEMP VAR3_3_STI_CEUR VAR3_3_STI_CPR VAR3_3_STI_CPT VAR3_3_STI_CPU VAR3_3_STI_DCP VAR3_3_STI_EURUSD VAR3_3_STI_GF VAR3_3_STI_IPC VAR3_3_STI_LTI VAR3_3_STI_T3 VAR3_3_STI_UN VAR3_3_T3_CEMP VAR3_3_T3_CEUR VAR3_3_T3_CPR VAR3_3_T3_CPT VAR3_3_T3_CPU VAR3_3_T3_DCP VAR3_3_T3_EURUSD VAR3_3_T3_GF VAR3_3_T3_IPC VAR3_3_T3_LTI VAR3_3_T3_STI VAR3_3_T3_UN VAR3_4_CEMP_CEUR VAR3_4_CEMP_CPR VAR3_4_CEMP_CPT VAR3_4_CEMP_CPU VAR3_4_CEMP_DCP VAR3_4_CEMP_EURUSD VAR3_4_CEMP_GF VAR3_4_CEMP_IPC VAR3_4_CEMP_LTI VAR3_4_CEMP_STI VAR3_4_CEMP_T3 VAR3_4_CEMP_UN VAR3_4_CEUR_CEMP VAR3_4_CEUR_CPR VAR3_4_CEUR_CPT VAR3_4_CEUR_CPU VAR3_4_CEUR_DCP VAR3_4_CEUR_EURUSD VAR3_4_CEUR_GF VAR3_4_CEUR_IPC VAR3_4_CEUR_LTI VAR3_4_CEUR_STI VAR3_4_CEUR_T3 VAR3_4_CEUR_UN VAR3_4_CPR_CEMP VAR3_4_CPR_CEUR VAR3_4_CPR_CPT VAR3_4_CPR_CPU VAR3_4_CPR_DCP VAR3_4_CPR_EURUSD VAR3_4_CPR_GF VAR3_4_CPR_IPC VAR3_4_CPR_LTI VAR3_4_CPR_STI VAR3_4_CPR_T3 VAR3_4_CPR_UN VAR3_4_CPT_CEMP VAR3_4_CPT_CEUR VAR3_4_CPT_CPR VAR3_4_CPT_CPU VAR3_4_CPT_DCP VAR3_4_CPT_EURUSD VAR3_4_CPT_GF VAR3_4_CPT_IPC VAR3_4_CPT_LTI VAR3_4_CPT_STI VAR3_4_CPT_T3 VAR3_4_CPT_UN VAR3_4_CPU_CEMP VAR3_4_CPU_CEUR VAR3_4_CPU_CPR VAR3_4_CPU_CPT VAR3_4_CPU_DCP VAR3_4_CPU_EURUSD VAR3_4_CPU_GF VAR3_4_CPU_IPC VAR3_4_CPU_LTI VAR3_4_CPU_STI VAR3_4_CPU_T3 VAR3_4_CPU_UN VAR3_4_DCP_CEMP VAR3_4_DCP_CEUR VAR3_4_DCP_CPR VAR3_4_DCP_CPT VAR3_4_DCP_CPU VAR3_4_DCP_EURUSD VAR3_4_DCP_GF VAR3_4_DCP_IPC VAR3_4_DCP_LTI VAR3_4_DCP_STI VAR3_4_DCP_T3 VAR3_4_DCP_UN VAR3_4_EURUSD_CEMP VAR3_4_EURUSD_CEUR VAR3_4_EURUSD_CPR VAR3_4_EURUSD_CPT VAR3_4_EURUSD_CPU VAR3_4_EURUSD_DCP VAR3_4_EURUSD_GF VAR3_4_EURUSD_IPC VAR3_4_EURUSD_LTI VAR3_4_EURUSD_STI VAR3_4_EURUSD_T3 VAR3_4_EURUSD_UN VAR3_4_GF_CEMP VAR3_4_GF_CEUR VAR3_4_GF_CPR VAR3_4_GF_CPT VAR3_4_GF_CPU VAR3_4_GF_DCP VAR3_4_GF_EURUSD VAR3_4_GF_IPC VAR3_4_GF_LTI VAR3_4_GF_STI VAR3_4_GF_T3 VAR3_4_GF_UN VAR3_4_IPC_CEMP VAR3_4_IPC_CEUR VAR3_4_IPC_CPR VAR3_4_IPC_CPT VAR3_4_IPC_CPU VAR3_4_IPC_DCP VAR3_4_IPC_EURUSD VAR3_4_IPC_GF VAR3_4_IPC_LTI VAR3_4_IPC_STI VAR3_4_IPC_T3 VAR3_4_IPC_UN VAR3_4_LTI_CEMP VAR3_4_LTI_CEUR VAR3_4_LTI_CPR VAR3_4_LTI_CPT VAR3_4_LTI_CPU VAR3_4_LTI_DCP VAR3_4_LTI_EURUSD VAR3_4_LTI_GF VAR3_4_LTI_IPC VAR3_4_LTI_STI VAR3_4_LTI_T3 VAR3_4_LTI_UN VAR3_4_STI_CEMP VAR3_4_STI_CEUR VAR3_4_STI_CPR VAR3_4_STI_CPT VAR3_4_STI_CPU VAR3_4_STI_DCP VAR3_4_STI_EURUSD VAR3_4_STI_GF VAR3_4_STI_IPC VAR3_4_STI_LTI VAR3_4_STI_T3 VAR3_4_STI_UN VAR3_4_T3_CEMP VAR3_4_T3_CEUR VAR3_4_T3_CPR VAR3_4_T3_CPT VAR3_4_T3_CPU VAR3_4_T3_DCP VAR3_4_T3_EURUSD VAR3_4_T3_GF VAR3_4_T3_IPC VAR3_4_T3_LTI VAR3_4_T3_STI VAR3_4_T3_UN


All of them share one specific endogenous variable. The VAR names are the other endogenous variables.
Despite the fact that the VAR will produce forecasts for all endogenous variables, I just have interest in one specific ({%dependent}).
That are build throughout the aforementioned loop. How can I forecast within the loop if I can not assign the VAR name to the respective forecasted series?
I have thousands of VAR then thousands of forecasts for the {%dependent}. How can I distinguish them?

[EViews Gareth]

Once again, the names of the VARs are completely irrelevant.

All you need to know is the name of the dependent variable and the suffix used during the forecast. Notice my rename command didn't use the name of the VAR at all.

[bdamasio]

In my framework the VAR names are not irrelevant since they identify the respective forecast!

If I have a VAR with gdp, unem, tbill with 2 lags i want to call the gdp forecasts: gdp2_unem_tbill.
If I have a VAR with gdp, unem, gfcf with 2 lags i want to call the gdp forecasts: gdp2_unem_gfcf.
If I have a VAR with gdp, unem, eurusd with 3 lags i want to call the gdp forecasts: gdp3_unem_eurusd.

Thats my point: I generated the vars (so its names) with a loop and, with the same loop, I want to build the forecasts.
It is not possible?

Is there other alternative to do this task?

[EViews Gareth]

They are irrelevant.

Code: Select all

for !j=1 to 4 for %i {vars} smpl @first @last-{!h}-1 var var2_{!j}_{%i}.ls 1 {!j} {%dependent} {%i} next next

That code generates a VAR with variables {%dependent} and {%i}. You then want to forecast from it. So add a line that changes the sample and does the forecast:

Code: Select all

for !j=1 to 4 for %i {vars} smpl @first @last-{!h}-1 var var2_{!j}_{%i}.ls 1 {!j} {%dependent} {%i} smpl @last-{!h} @last var2_{!j}_{%i}.forecast(g, e) _1 next next

That will generate a series called {%dependent}_1, and a series for each of the exogenous (which I guess you're not interested in).

You then need to rename the series called {%dependent}_1 to be whatever you want it to be. It isn't clear how your exogenous variables are structured, but something like:

Code: Select all

rename {%dependent}_1 {%dependent}!j_%i

[bdamasio]

Thank you very much Gareth!
It works just very well.
Perfect!

[EViews Gareth]

Did you try what I said?