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Posted: **Fri Mar 11, 2016 8:22 am**

Hi,

I have a model. One of the sets of equations is:

dlogcns1_sa  = c(11)  + c(12)  * @movav(dlogcns1_sa(-1) , 12)  + c(13)  * dlogcns1_sa(-12)  + c(14)  * (dlogcns1_sa(-1)  - c(11)  + c(12)  * @movav(dlogcns1_sa(-2) , 12)  + c(13)  * dlogcns1_sa(-13))

How do I see the coefficients generated by the least squares regression?

I clicked the "solve" button, then "view/equations", double clicked on it, but I don't see any coefficients.

Thanks

Posted: **Fri Mar 11, 2016 8:32 am**

Also, if I ran this for

Code: Select all

smpl @first 2013m12

How would I forecast each number in the series to the last (unknown) one?

Posted: **Fri Mar 11, 2016 8:48 am**

The model does not perform any least squares regressions. If you specify the model in terms of c(11) etc..., the model will use whatever values are contained in the C vector on solve. It will not estimate those values.

I don't understand your second question.

Posted: **Mon Mar 14, 2016 3:45 am**

Perhaps I'm going about this the wrong way.

I have a system object with a number of equations in it. I estimated the system and got resulting coefficients. I did this over a sample period, and would like to forecast using these coefficients outside of the sample period. What's the best way to do this?

Posted: **Mon Mar 14, 2016 8:44 am**

Make a model from the system and then solve the model over the period you want to forecast over.

Posted: **Tue Mar 15, 2016 9:09 am**

it works. Thanks

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