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qreg estimation and forecast

Posted: Sat Nov 16, 2024 10:44 am
by ndzama
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

Re: qreg estimation and forecast

Posted: Sat Nov 16, 2024 12:54 pm
by EViews Gareth
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.