AR(1) forecasting

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MattxLM
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Joined: Sun Dec 18, 2016 9:45 am

AR(1) forecasting

Postby MattxLM » Sun Dec 18, 2016 10:04 am

Hi,

I have a database of carriers, airport and others variables as degree of an airport from 1999Q1 to 2013Q4.

What I do is estimate an AR(1) model for degree of the carrier "AA" on the airport "MIA" from 1999Q1 to 2010Q4
The equation is named eq_ar in my workfile attached.

When I try to dynamically forecast from 2011Q1 to 2013Q4 in order to compare the forecasting output with real values,it says " Unable to compute due to missing datas".
I have seen that some posts deal with this error but I did not really undestand what to do.

Thank you for your help
Attachments
airport_data.wf1
(1.93 MiB) Downloaded 228 times

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

Re: AR(1) forecasting

Postby startz » Sun Dec 18, 2016 10:21 am

Is your version of EViews up-to-date?

EViews Gareth
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Re: AR(1) forecasting

Postby EViews Gareth » Sun Dec 18, 2016 10:22 am

What exactly did you do? (Seemed to work fine for me)

MattxLM
Posts: 5
Joined: Sun Dec 18, 2016 9:45 am

Re: AR(1) forecasting

Postby MattxLM » Sun Dec 18, 2016 10:47 am

Thanks for you quick replies.

I have selected the equation "eq_ar" which corresponds to an AR(1) for estimation until 2010 Q4 and selected "Forecast" and just changing the date of the sample as following :
2011q1 2013q4 if carrier="AA" and airport="MIA".

And then it says the error message "unable to compute due tomissing datas" but it creates me the variable degreef whatever.
So i checked the graph I wanted, and it is definitely not what I should have (see the attachement ...)
Attachments
image.jpg
image.jpg (41.43 KiB) Viewed 7036 times

EViews Gareth
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Re: AR(1) forecasting

Postby EViews Gareth » Sun Dec 18, 2016 10:51 am

Check you version is up to date.

MattxLM
Posts: 5
Joined: Sun Dec 18, 2016 9:45 am

Re: AR(1) forecasting

Postby MattxLM » Sun Dec 18, 2016 11:09 am

I am using eviews 9 and I cannot update my version because it is a license for university ...

When I try to update it says :
" This feature has been disabled by your administrator "

MattxLM
Posts: 5
Joined: Sun Dec 18, 2016 9:45 am

Re: AR(1) forecasting

Postby MattxLM » Sun Dec 18, 2016 12:10 pm

I finally managed to update eviews to the latest version.

I got a new error message, you can see it on the image.
I do not get it insofar as my workfile range is until 2013Q4 and I should not be outside my workfile range..
Attachments
2.png
2.png (96.62 KiB) Viewed 7024 times
1.png
1.png (102.7 KiB) Viewed 7024 times

EViews Gareth
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Re: AR(1) forecasting

Postby EViews Gareth » Sun Dec 18, 2016 1:52 pm

If you click ok on the error, does the forecast happen?

MattxLM
Posts: 5
Joined: Sun Dec 18, 2016 9:45 am

Re: AR(1) forecasting

Postby MattxLM » Sun Dec 18, 2016 2:07 pm

Yes, the forecast happens and I got this
(The forecasted value is a constant which corresponds to the constant of the ar(1) model)
Attachments
3.png
3.png (88.74 KiB) Viewed 7010 times

EViews Gareth
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Re: AR(1) forecasting

Postby EViews Gareth » Sun Dec 18, 2016 4:19 pm

Seems like it is working then.


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