Sumulations and Forecasts

[Finance1984]

Hello

I use EViews 6.0 and have 2 problems.
It would be very nice if someone could help me out.
Any help will be strongly appreciated.


1)I need to conduct a simulation of realized volatility of stock returns using a certain model (HAR-RV).

The model (least squares):
RVt=β0+β1RVt-1+β2RVWt-1+β3RVMt-1+β4JDt-1+β5JWt-1+β6JMt-1+ut
where:
RV= realized volatility, D=daily, W=weekly, M=monthly and J=jumps in the volatility
As you can see there are two different processes involved.
RV should follow the random walk or brownian motion
J is unpredictable and should be simulated by using white noise
weekly means average 5 day return calculated for every week of the entire time series
monthly means average 22 day return calculated for every month of the entire time series

Could someone please tell me how to conduct a simulation using this model in eviews?


2) I need to conduct a one day ahead forecast (rolling window) using the same model and real data.

Thank you very much in advance


P.S: When I hit the forecast button in the equation output window choose "dynamic" and "insert actuals". What kind of forecast do i get then? A 1 step ahead in sample forecast?