Page 1 of 1

Programming forecasts

Posted: Thu Jul 10, 2014 9:15 am
by bmlswish
I'm having trouble coming up with a way to program a forecast. Basically I have run regression models with data from 2001 to 2014. I would like to write a program that runs the forecast through 2017 and then groups the historical data and the forecasted data. I understand the grouping part, but not how to generate the forecast through a program. The next step would be to program an out-of-sample by setting the sample size from 2001 to 2011, running the forecast, naming it something different then the other forecasted data, and grouping it with the historical again. If anyone knows how to program forecasts, it would be extremely helpful as I have over 800 regression models to sort through!

Thanks in advance for the help.

Re: Programming forecasts

Posted: Thu Jul 10, 2014 9:20 am
by EViews Gareth
I'm not sure I follow what you're asking.

But the general question of how do you forecast in a program is:

Code: Select all

equation_name.forecast forecast_name
Where equation_name is the name of your equation object, and forecast_name is the name you would like to store the forecast series as.