forecast bug simple equation

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rousing
Posts: 77
Joined: Fri Jun 11, 2010 5:56 am
Location: Switzerland

forecast bug simple equation

Postby rousing » Fri May 08, 2015 2:47 am

Hi

I am unable to create a simple one-step ahead forecast in a standard OLS model (eq01) and with ar/ma terms (eq02).
With the following fc settings:
fc_settings.JPG
fc_settings.JPG (36.58 KiB) Viewed 5345 times
My serial number is 90C05629 and running Eviews 9 on May 7 2015 build

Best regards
Rasmus
Attachments
fc_bug.wf1
(90.74 KiB) Downloaded 335 times

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

Re: forecast bug simple equation

Postby startz » Fri May 08, 2015 6:21 am

I am very curious about where the variable SIGMASQ is coming from.

rousing
Posts: 77
Joined: Fri Jun 11, 2010 5:56 am
Location: Switzerland

Re: forecast bug simple equation

Postby rousing » Fri May 08, 2015 7:02 am

I think it is autimatically added when doing arma terms with maximum likelihood in Eviews 9

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

Re: forecast bug simple equation

Postby startz » Fri May 08, 2015 7:05 am

Thanks. I didn't know that.

BTW, I couldn't get your equation to forecast either.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: forecast bug simple equation

Postby EViews Gareth » Fri May 08, 2015 10:11 am

Our mistake. New patch is out to fix it.

rousing
Posts: 77
Joined: Fri Jun 11, 2010 5:56 am
Location: Switzerland

Re: forecast bug simple equation

Postby rousing » Fri May 08, 2015 11:14 am

Excellent, thanks a lot :)


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