EViews.com

Posted: **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 (36.58 KiB) Viewed 5355 times

My serial number is 90C05629 and running Eviews 9 on May 7 2015 build

Best regards
Rasmus

Posted: **Fri May 08, 2015 6:21 am**

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

Posted: **Fri May 08, 2015 7:02 am**

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

Posted: **Fri May 08, 2015 7:05 am**

Thanks. I didn't know that.

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

Posted: **Fri May 08, 2015 10:11 am**

Our mistake. New patch is out to fix it.

Posted: **Fri May 08, 2015 11:14 am**

Excellent, thanks a lot :)

EViews.com

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