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forecast with functional coefficients
Posted: Thu Jul 29, 2021 5:13 am
by paolo.zanghieri
Hi,
I am estimating an equation with FUNCOEF. I get the results, but when I try to get the fitted series (both via menu and code) I get a syntax error. I am using Eviews 12 Jun. 8 build.
thanks a lot
Re: forecast with functional coefficients
Posted: Thu Jul 29, 2021 7:14 am
by EViews Mirza
Hi!
Would you mind submitting your workfile/program? It will help in diagnosing and fixing the bug.
Mirza
Re: forecast with functional coefficients
Posted: Fri Jul 30, 2021 12:26 am
by paolo.zanghieri
Sure, please look at the Q page, all equation except _thr
thanks
Re: forecast with functional coefficients
Posted: Fri Jul 30, 2021 6:26 am
by EViews Mirza
I believe I understand why you're getting that message. In the estimation dialog, under "Functional coefficient series", you're providing multiple series. The functional coefficient estimator expects a single series here. Although you're getting estimation results, they are based only the first series in the list you're providing. Hence, to get forecasting to work, you'll have to re-estimate those equations with a single functional coefficient series spec.
I hope this helps.
Re: forecast with functional coefficients
Posted: Mon Aug 02, 2021 3:49 am
by paolo.zanghieri
Thanks a lot.