Object make model for pool

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

jenni
Posts: 18
Joined: Mon Apr 04, 2016 7:39 am

Object make model for pool

Postby jenni » Mon Apr 04, 2016 7:55 am

Hi ya,

I want to forecast one period ahead with my pool. I have made a model and try to solve it and for some reason even though I have data up till 2014 for all my variables and cross sections -- it won't play game. I have tried to find more info and examples in the manual and on this forum about pool forecasting but I am still lost. I could program manually a PMGE, I know Eviews has it but I want to have pool estimates and individual country forecasts too. Be great to know if this is possible and if not I will go ahead and make a program.

Cheers

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Object make model for pool

Postby EViews Gareth » Mon Apr 04, 2016 8:14 am

You're doing it correctly.

jenni
Posts: 18
Joined: Mon Apr 04, 2016 7:39 am

Re: Object make model for pool

Postby jenni » Mon Apr 04, 2016 8:25 am

Ok well that's reassuring but I must be doing something Eviews doesn't like or I have a bug. I am not getting any forecasts just an error message with NAs. I have all the data there for sure it's unbalanced but I am not even getting a forecast past the first cross section.
Cheers,

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Object make model for pool

Postby EViews Gareth » Mon Apr 04, 2016 8:33 am

Impossible to say without seeing the workfile.

jenni
Posts: 18
Joined: Mon Apr 04, 2016 7:39 am

Re: Object make model for pool

Postby jenni » Mon Apr 04, 2016 8:45 am

Thank you can I send it? So not to bother you are there solving options that are best not to include etc

Cheers,

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Object make model for pool

Postby EViews Gareth » Mon Apr 04, 2016 8:51 am

You can attach it to a post here.

jenni
Posts: 18
Joined: Mon Apr 04, 2016 7:39 am

Re: Object make model for pool

Postby jenni » Tue Apr 05, 2016 3:22 am

OK thanks will do. I would also appreciate if you can clarify that the panel ARDL (PMGE) only gives panel estimation and forecast and you can not derive cross sectional forecasts directly. To derive individual forecasts you would have to create a program.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Object make model for pool

Postby EViews Gareth » Tue Apr 05, 2016 7:53 am

Correct.

jenni
Posts: 18
Joined: Mon Apr 04, 2016 7:39 am

Extracting a country from pool, update and re-estimate

Postby jenni » Wed Oct 05, 2016 5:14 am

Hi there,

I have a pooled estimation I want to extract a given country, update the data for it and re-estimate that country equation only. Basically I want to have the efficiency of the pool coefficients and extend the data of only one country to derive forecasts.
Is there a simple way I can do this?

Cheers


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests