How to see Model Coefficients

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kszynkar
Posts: 45
Joined: Tue Feb 02, 2016 1:15 am
Location: Switzerland

How to see Model Coefficients

Postby kszynkar » Fri Mar 11, 2016 8:22 am

Hi,

I have a model. One of the sets of equations is:

Code: Select all

dlogcns1_sa = c(11) + c(12) * @movav(dlogcns1_sa(-1) , 12) + c(13) * dlogcns1_sa(-12) + c(14) * (dlogcns1_sa(-1) - c(11) + c(12) * @movav(dlogcns1_sa(-2) , 12) + c(13) * dlogcns1_sa(-13))
How do I see the coefficients generated by the least squares regression?

I clicked the "solve" button, then "view/equations", double clicked on it, but I don't see any coefficients.

Thanks

kszynkar
Posts: 45
Joined: Tue Feb 02, 2016 1:15 am
Location: Switzerland

Re: How to see Model Coefficients

Postby kszynkar » Fri Mar 11, 2016 8:32 am

Also, if I ran this for

Code: Select all

smpl @first 2013m12
How would I forecast each number in the series to the last (unknown) one?

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

Re: How to see Model Coefficients

Postby EViews Gareth » Fri Mar 11, 2016 8:48 am

The model does not perform any least squares regressions. If you specify the model in terms of c(11) etc..., the model will use whatever values are contained in the C vector on solve. It will not estimate those values.

I don't understand your second question.

kszynkar
Posts: 45
Joined: Tue Feb 02, 2016 1:15 am
Location: Switzerland

Re: How to see Model Coefficients

Postby kszynkar » Mon Mar 14, 2016 3:45 am

Perhaps I'm going about this the wrong way.

I have a system object with a number of equations in it. I estimated the system and got resulting coefficients. I did this over a sample period, and would like to forecast using these coefficients outside of the sample period. What's the best way to do this?

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

Re: How to see Model Coefficients

Postby EViews Gareth » Mon Mar 14, 2016 8:44 am

Make a model from the system and then solve the model over the period you want to forecast over.

kszynkar
Posts: 45
Joined: Tue Feb 02, 2016 1:15 am
Location: Switzerland

Re: How to see Model Coefficients

Postby kszynkar » Tue Mar 15, 2016 9:09 am

it works. Thanks


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