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How do I perform forecast evaluation if some of the coefficients must equal one?
For example, how to do forecast evaluation for these two models:

y = c(1)y(-1)
y = c(2)y(-1) + c(3)x1 + c(4)x2
with the condition that c(3) and c(4) are both equal to one, i.e. c(3)=c(4)=1?

Thanks!

Question is a little vague.

Forecast evaluation has nothing to do with whether the coefficients are constrained or not.

Ok. To clarify, I have time series data y, x1, and x2. How do I estimate

y = c(1) + c(2)y(-1) + c(3)x1 + c(4)x2

with the condition that c(3) and c(4) are both equal to one, i.e. c(3)=c(4)=1?

Thanks!

I mean c(3)=1 and c(4)=1, not c(3)+c(4)=1. Thanks.

Ah, sorry I misread.

How exactly do I type that onto the command window without Eviews computing the coefficients for c3 and c4? Thanks!

Just what I put in.

Ah, that worked. Thank you so much :)