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Forecasting with auto-updating series

Posted: Fri Mar 25, 2016 12:00 pm
by trubador
I am not sure if this is a bug, but I think EViews should be able to ignore the formulae and generate the forecast for the dependent variable:

Code: Select all

wfcreate u 100 series y1 = nrnd series y2 = nrnd frml z = y1(-1)/y2(-3) equation eq.ls z c eq.forecast(e,g) zf

Re: Forecasting with auto-updating series

Posted: Mon Mar 28, 2016 4:17 pm
by EViews Glenn
Not a bug and an interesting and natural extension of the current model. We'll put it on the list.

Re: Forecasting with auto-updating series

Posted: Tue Mar 29, 2016 12:04 am
by trubador
Thanks. From the practical point of view, we definitely need that feature as we often have to work with ratios in economics and finance, which leads to an additional (and unnecessary) effort to generate and update such series.