EViews.com

Posted: **Mon Dec 10, 2018 10:34 am**

Hello,

I'm trying to forecast the dependant variable based on regressors but the forecast button for PMG estimation doesn't seem to function and only forecasts in-sample.

I use the following specification:

Code: Select all


equation pmg_em_asia.ardl(deplags=3,reglags=3) log(oil_consumption_per_capita) log(revenue_per_capita_real) log(brent_c_l)
forecast oil_consumption_per_capita_f

I have data up to 2018Q3 for oil_consumption_per_capita and up to 2021Q4 for revenue_per_capita_real and brent_c_l.

Do you have an idea of what is going on?

Thanks!
ps: I'm using Eviews 10+
F.

Posted: **Mon Dec 10, 2018 2:06 pm**

The PMG forecast does not currently dynamically update the dependent variable in the short run equation, so is, unfortunately, incapable of doing a true dynamic out-of-sample forecast.

Posted: **Tue Dec 11, 2018 2:34 am**

Thank you Gareth,

Is there a command to retrieve short run cross section coefficients then?

Thank you in advance,

F.

Posted: **Tue Dec 11, 2018 8:52 am**

Code: Select all


=pmg_em_asia.@ardlsrcoefs

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