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How to input a specific equation format

Posted: Thu Jul 21, 2016 1:11 am
by queencorinne
Hello all! Im quite new with eviews. I am trying to forecast inflation using core with the usual forecasting equation below,

headline(t+h) - headline(t) = a + b( core(t) - headline(t) )

how to input the expression headline(t+h) in eviews?

thanks!

Re: How to input a specific equation format

Posted: Thu Jul 21, 2016 7:50 am
by startz
The answer depends on exactly what you're trying to do, but the basic rule in EViews is that the "t" is implicit and you put lead or lag lengths in parentheses. For example to run a regression on
headline(t+h) - headline(t) = a + b( core(t) - headline(t) )
when h=5 you could write

Code: Select all

ls (headline(5)-headline) c (core-headline)
or

Code: Select all

ls (headline-headline(-5)) c (core(-5)-headline(-5))