qreg estimation and forecast

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ndzama
Posts: 29
Joined: Tue Aug 10, 2021 8:33 am

qreg estimation and forecast

Postby ndzama » Sat Nov 16, 2024 10:44 am

Dear EViews experts,


I am trying to estimate the quantile regression and generate forecasts for my y-variable.
I am using quarterly data covering the period from 1980Q1 to 2023Q4. However, I keep encountering an error related to "missing data." This appears to be linked to the "sample range pairs" setting, which I suspect might be due to a coding oversight. I’ve attached the relevant error code.

My code can estimate and solve the model, and generate forecast errors. However, I am encountering this error along the way, which I really don't understand why.

Please assist.

Kind Regards,
Nwabisa
Attachments
SA_QUARTERELY DATA.xls
(191 KiB) Downloaded 19839 times
qreg_7 nov 2024.prg
(24.28 KiB) Downloaded 19621 times
qreg_missing data error.PNG
qreg_missing data error.PNG (111.83 KiB) Viewed 28690 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13598
Joined: Tue Sep 16, 2008 5:38 pm

Re: qreg estimation and forecast

Postby EViews Gareth » Sat Nov 16, 2024 12:54 pm

You have a single endogenous variable. 3 exogenous variables. The endogenous variable is a function of the exogenous is current period only. To forecast a value of the endogenous variable, you need data for the exogenous.


As you say, there's probably an issue with the sample you're setting.


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