EViews.com

Posted: **Fri Jun 10, 2016 5:58 am**

It seems EViews is having trouble to locate the high frequency regressor if it is in an expression, when trying to forecast from an estimated MIDAS:

Code: Select all

wfcreate(page=monthly) m 2000 2015
series x = nrnd^2
pagecreate(page=quarterly) q 2000 2015
series y = nrnd
equation eq.midas y c @ monthly\log(x)
eq.fit yf

Posted: **Fri Jun 10, 2016 6:06 am**

Ouch. We'll fix

Posted: **Mon Jun 13, 2016 2:04 am**

Update on this - it is going to take a while for us to fix (month or so).

In the meantime, obviously, you can create a variable equal to the function on the higher frequency page.

Posted: **Wed Jun 29, 2016 8:27 am**

We have a fix for this, and it will probably be included in the patch after next.

EViews.com

Expressions are not allowed when forecasting from MIDAS

Expressions are not allowed when forecasting from MIDAS

Re: Expressions are not allowed when forecasting from MIDAS

Re: Expressions are not allowed when forecasting from MIDAS

Re: Expressions are not allowed when forecasting from MIDAS