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Object make model for pool

Posted: Mon Apr 04, 2016 7:55 am
by jenni
Hi ya,

I want to forecast one period ahead with my pool. I have made a model and try to solve it and for some reason even though I have data up till 2014 for all my variables and cross sections -- it won't play game. I have tried to find more info and examples in the manual and on this forum about pool forecasting but I am still lost. I could program manually a PMGE, I know Eviews has it but I want to have pool estimates and individual country forecasts too. Be great to know if this is possible and if not I will go ahead and make a program.

Cheers

Re: Object make model for pool

Posted: Mon Apr 04, 2016 8:14 am
by EViews Gareth
You're doing it correctly.

Re: Object make model for pool

Posted: Mon Apr 04, 2016 8:25 am
by jenni
Ok well that's reassuring but I must be doing something Eviews doesn't like or I have a bug. I am not getting any forecasts just an error message with NAs. I have all the data there for sure it's unbalanced but I am not even getting a forecast past the first cross section.
Cheers,

Re: Object make model for pool

Posted: Mon Apr 04, 2016 8:33 am
by EViews Gareth
Impossible to say without seeing the workfile.

Re: Object make model for pool

Posted: Mon Apr 04, 2016 8:45 am
by jenni
Thank you can I send it? So not to bother you are there solving options that are best not to include etc

Cheers,

Re: Object make model for pool

Posted: Mon Apr 04, 2016 8:51 am
by EViews Gareth
You can attach it to a post here.

Re: Object make model for pool

Posted: Tue Apr 05, 2016 3:22 am
by jenni
OK thanks will do. I would also appreciate if you can clarify that the panel ARDL (PMGE) only gives panel estimation and forecast and you can not derive cross sectional forecasts directly. To derive individual forecasts you would have to create a program.

Re: Object make model for pool

Posted: Tue Apr 05, 2016 7:53 am
by EViews Gareth
Correct.

Extracting a country from pool, update and re-estimate

Posted: Wed Oct 05, 2016 5:14 am
by jenni
Hi there,

I have a pooled estimation I want to extract a given country, update the data for it and re-estimate that country equation only. Basically I want to have the efficiency of the pool coefficients and extend the data of only one country to derive forecasts.
Is there a simple way I can do this?

Cheers