One step recursive forecast

[nymulder]

I'm writing my thesis and I really have an important question. I'm not really good in eviews but I want to know how you can easily calculated (through eviews 2007) the following case/question:

To estimate the forecast values an initial base period is decided and only the next observation value is estimated. For example in this sample the initial base period is 48 months and start in 1990(M1) until 1994(M12). The first forecast value would be the value at date 1995(M1). Because it is a one-step ahead forecast one addition value at a time is added to the base period to calculate the next forecast value. so the second forecast is from 1990(m01) until 1995(m01) for the forecast for 1995(M02).. until the end.

Thank you already in advance,

Best regards,

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=15&t=878

[nymulder]

thank you,

but I don't understand the macro that well. I ever worked with macro's but still I don't understand a lot of it...

My main question is now: In which cells do I have to paste my eviews coefficients (I have a sample of 252 months) and how do I have to change the macro so that I can run the macro.


and What is y, x1 x2 z?( I really like to understand the macro):

series y=nrnd
series x1=nrnd
series x2=nrnd
series z=nrnd

Thansk in advance,

Nadine

[nymulder]

ow and I added my eviews file. I have one dependant variable and eleven dependant variable. It are the explanotary factors to forecast the S&P500.

Thanks really in advance, if you can help me out with this!!!

[EViews Gareth]

You should probably read through the programming guide too then.
http://forums.eviews.com/viewtopic.php?f=5&t=1638