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out-of-sample forecast

Posted: Wed Aug 12, 2009 6:36 am
by Vins
Hello,

I have a sample which goes form 1986 to 2001 and I would
like to perform an out-of-sample forecast from an equation.
I have tried to change the range of the values in the series
(by writing down 2002 2006) in "forecast sample" in forecast
tool box of my equation, but it doesn't work.
I have already tried to change the size of my series by adding
years in "Structure/Resize Current Page..." from Proc in the workfile (as asked
by an error message in the software), but it still doesn't work.
Could you help me please.
Thank you

Vincent

Re: out-of-sample forecast

Posted: Wed Aug 12, 2009 8:01 am
by EViews Gareth
You'll have to provide more information.

Ideally, you should provide your workfile with the equation.

Re: out-of-sample forecast

Posted: Wed Aug 12, 2009 8:46 am
by Vins
This is my workfile. I have already done the manipulations that I was speaking in my first
question. I hope it will works...
Thank you very much
Vincent

Re: out-of-sample forecast

Posted: Wed Aug 12, 2009 8:51 am
by EViews Gareth
In order to forecast over the period 2002-2006, you need to have data for your independent variables (PO in your case). You don't have any data for that variable, hence the error message.

Re: out-of-sample forecast

Posted: Thu Aug 13, 2009 5:23 am
by Vins
Thank you very much