Quantile Regression and Forecast
Posted: Sat Mar 25, 2017 1:43 pm
Hey,
I use the quantile regression on a subsample in order to get predicted values. The problem is, Eviews automatically "fills" the predicted values with the actual values outside my subsample. Deleting these values is quite straightforward, but to me this seems to be a bug?
Best,
Thomas
I use the quantile regression on a subsample in order to get predicted values. The problem is, Eviews automatically "fills" the predicted values with the actual values outside my subsample. Deleting these values is quite straightforward, but to me this seems to be a bug?
Best,
Thomas