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Hi,

I'm trying to program out-of-sample forecasts (horizon: 3 years, monthly data) with some of the variables containing missing values (I'd like to simply set the forecasts to NA for these observations). Here's what I have to far:

--- snip

for %j var1 var2 var3
for !loop=1 to 36 step 3
smpl %firstdate %lastdate-36+!loop-1
eq_{%j}.ls ' Equation has been defined prior
smpl %lastdate-36+!loop-1 %lastdate-36+!loop
eq_{%j}.fit temp
series projcurr_{%j} = temp
next
next
--- snip

The code works as expected, except for those occasions in which var1-var3 contain missing values. I can set the error count really high, but I'm wondering whether there's a more "elegant" way to test whether a specific observation in a series is an NA. I've experimented with @isna, but that didn't seem to work.

I'm using Eviews 6. Any suggestions would be appreciated.

Many thanks, Philipp

For a simple case, you could simply set the sample to be the non-NA values:

Well,

Unfortunately, it doesn't quite work as expected. I had left out a small complication, but as it turns out, the small complication generates an error message.

My smpl if command also tests whether I'm in a specific month (!m can take the values 1-3, depending on the month in the quarter). So my smpl command read as follows:

smpl %lastdate-36+!loop-1 %lastdate-36+!loop if month=!m

Now I've changed as you suggested to:

smpl %lastdate-36+!loop-1 %lastdate-36+!loop if month=!m and {%j}<>na

... and I get the following error:

"Error in sample: Numeric operator applied to string data...."

Strangely enough, each of the conditions in the smpl if command separately works fine, but the combination of the two doesn't.

Any suggestions would be highly appreciated,

Philipp

PS Here's the code again:

for %j var1 var2 var3
for !loop=1 to 36 step 3
smpl %firstdate %lastdate-36+!loop-1
eq_{%j}.ls ' Equation has been defined prior
smpl %lastdate-36+!loop-1 %lastdate-36+!loop if month=!m and {%j}<>na
eq_{%j}.fit temp
series projcurr_{%j} = temp
next
next

I can't replicate that behaviour. In essence I believe you're doing something similar to this: All three smpl lines run fine for me.

Gareth,

Thanks for your help. The last line is exactly what I'm trying to accomplish:

smpl 1991 1995 if month=!m and {%j}<>na

More precisely, I get the following:

Error in sample: Numeric operator applied to string data in "SMPL "2010M6"-36-1 "2010M6"-36-1 IF MONTH=1 AND "AUTO"<>NA".

Quite honestly, the IF statement reads exactly as it should read, so I'm a little confused here. Could it be a bug in the Eviews version I'm using? It the June 19 2007 build.

Thanks again, Philipp

That version is massively out of date, so possibly. Try updating.

Well,

I did (now I'm running the Jul. 29, 2010 build), but I still get the same error. On a colleague's machine - he has Eviews 7 - I didn't get the error, though.

Has Eviews changed the SMPL IF command? If so, is there any way I can get this to work in Eviews 6 (any workaround)?

Thanks, Philipp

Nope, nothing has changed, and my code runs fine for me in my EViews 6.