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Hello,
I am working on a group of variables and running autoregression and forecasting monthly values. Since it is a group function, to run autoregression, I need to set last observation date and for forecasting I need to get (last observation date+next month). What formula can I use to resolve this, as the last observation date differs across variables?
For example,
smpl 2000Q1 (code for latest quarter for each variable)
group all_variables variable_1 variable_2 variable_3
for !i = 1 to all_variables.@count
smpl 2000Q1 (code for latest quarter for each variable)
%i= all_variables.@seriesname(!i)
equation eq_{!i}.ls {%i} c ar(1)
'Forecasts
smpl (code for latest quarter for each variable+1 quarter) 2018Q4
eq_{!i}.forecast {%i}_fcst

Thank you for replying. I am relatively new to Eviews. When I try the codes you suggested, I get the error @last is not defined or is an illegal command. Any way to fix this?

I fixed a typo, try again.

This worked! Thank you so much :D

I have a similar task. I'm trying to use automatic ARIMA modelling to complete the quarter for several variables. Some end in m10 and some end in m11. How do I modify the code so that a variable that ends at m10 has two forecasted months (m11 and m12), whereas a variable that has data to m11 only produces a forecast for m+1 (m12)?

As an example, this is how I've been doing it (manually):
for %c gr at 'countries with data going to 2022m10
smpl 2006 2022m10' update
i_{%c}.autoarma(eqname=e_i_{%c}) i_{%c}_f c spike2020m4 spike2020m4(-1)
smpl 2022m11 2022m12
e_i_{%c}.forecast i_{%c}f
series i_{%c}=i_{%c}f
next

for %c be cz fi fr ro es 'countries with data going to 2022m11
smpl 2006 2022m11
i_{%c}.autoarma(eqname=e_i_{%c}) i_{%c}_f c spike2020m4 spike2020m4(-1)
smpl 2022m12 2022m12
e_i_{%c}.forecast i_{%c}f
series i_{%c}=i_{%c}f
next

Any help is greatly appreciated.

AH

Could always just set the sample to be whenever the series has NA: Also, why use the autoarima forecast, and then produce the same forecast from an equation?

Thank you.

Good question! On reflection, the autoarma would automatically produce an "f" for the specified forecast period, wouldn't it? All I need to do is rename it!