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Automatic (Time Rolling) forecasting in a program
Posted: Wed Jun 05, 2024 8:12 am
by rachanon.c
I'm ฺamateur for this Programming
I want to forecast data with Arima model by time rolling (Forecast every 4 Quarter forward). I try programming and it's show "No coefficients specified in........". I must have done something wrong for programming. Could you help me?
Many thanks!
Re: Automatic (Time Rolling) forecasting in a program
Posted: Wed Jun 05, 2024 8:34 am
by EViews Gareth
What are the first 7 lines of the program for - what are they meant to do?
Re: Automatic (Time Rolling) forecasting in a program
Posted: Wed Jun 05, 2024 8:41 am
by rachanon.c
It just name and series data for equation.
Re: Automatic (Time Rolling) forecasting in a program
Posted: Wed Jun 05, 2024 8:54 am
by EViews Gareth
I'm not really sure what your program is doing, so hard to pin point any issues. The first 7 lines don't make sense (or, aren't needed). The forecast lines outside of the loop doesn't make sense to me either.
Re: Automatic (Time Rolling) forecasting in a program
Posted: Wed Jun 05, 2024 9:04 am
by rachanon.c
Okay from your help, I think my first 7 lines aren't needed. I want to make equation that loop forecast step by step ahead 4 Quarter and keep series in forecast series to compare. Maybe I am programming wrong from begin.