How to input a specific equation format

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queencorinne
Posts: 1
Joined: Thu Jul 21, 2016 1:07 am

How to input a specific equation format

Postby queencorinne » Thu Jul 21, 2016 1:11 am

Hello all! Im quite new with eviews. I am trying to forecast inflation using core with the usual forecasting equation below,

headline(t+h) - headline(t) = a + b( core(t) - headline(t) )

how to input the expression headline(t+h) in eviews?

thanks!

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: How to input a specific equation format

Postby startz » Thu Jul 21, 2016 7:50 am

The answer depends on exactly what you're trying to do, but the basic rule in EViews is that the "t" is implicit and you put lead or lag lengths in parentheses. For example to run a regression on
headline(t+h) - headline(t) = a + b( core(t) - headline(t) )
when h=5 you could write

Code: Select all

ls (headline(5)-headline) c (core-headline)
or

Code: Select all

ls (headline-headline(-5)) c (core(-5)-headline(-5))


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