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.x13 syntax problem
Posted: Fri Oct 09, 2015 2:25 am
by pekaype
I am trying to code the equivalent of selecting ARIMA model (_f) as a forecast output when you have added ARIMA options/forecast arima model (including tramo and seats selection in default options) and I guess I am misunderstanding the syntax.
Code I'm using:
Code: Select all
y.x13(save="s12 s10 s13 s11 afd", flen=2) @tramo(maxdiff="(2,1)", maxorder="(2,1)") @seats()
which works but I'm missing the link to the ARIMA forecast output.
Question [/i]how do I include the ARIMA model (_F) forecast output into the code?[/i]
Thanks
Re: .x13 syntax problem
Posted: Fri Oct 09, 2015 8:16 am
by EViews Gareth
The code you have should work. Most likely problem is that X13 isn't generating the forecasts, so EViews can't import them.
Re: .x13 syntax problem
Posted: Fri Oct 09, 2015 12:31 pm
by pekaype
The code you have should work. Most likely problem is that X13 isn't generating the forecasts, so EViews can't import them.
Thanks for the reply Gareth
yes it seems that x13 is not creating the forecast. can you tell me how to include that ARIMA model forecast output into code? in the x13 options there is a option you can tick under forecast output which says ARIMA model (_f) and ARIMA bounds (_FL _FU). basically that is doing what I need for manual clicking use, but I just can't seem to find the options (even within the .x13 documentation) to create the same result by code.
Thanks!
Re: .x13 syntax problem
Posted: Fri Oct 09, 2015 2:12 pm
by EViews Gareth
Ah, looks like there is a bug currently.
It should be save="fcst", but it isn't working. We'll get it fixed in the next EV9 patch.
Re: .x13 syntax problem
Posted: Mon Apr 16, 2018 2:04 pm
by oliveira83
Ah, looks like there is a bug currently.
It should be save="fcst", but it isn't working. We'll get it fixed in the next EV9 patch.
I tried save the forecast from x13 in eviews 10 and still with problem.
series01.x13(save="d11", appendfcst = "yes", tf=auto, arimasmpl="1995M01 2018M02", flen=2) @x11arima(save="fcast", amdl=b, mfile="c:\users\318917~1\appdata\ev_temp\evx13.mdl") @x11(fcast)
Re: .x13 syntax problem
Posted: Mon Apr 16, 2018 3:10 pm
by EViews Gareth
The forecast won't be imported if a) X13 didn't create a forecast (for example it decided none of the ARIMA models were appropriate) or b) the forecast extends beyond the workfile range.
Re: .x13 syntax problem
Posted: Tue Apr 17, 2018 5:22 am
by oliveira83
The forecast won't be imported if a) X13 didn't create a forecast (for example it decided none of the ARIMA models were appropriate) or b) the forecast extends beyond the workfile range.
The problem is when I try to code to save the forecast. I want to use the forecast of the x13, but I have 100 series, so I have to make a loop.