Recursive Least Squares
Posted: Wed Nov 30, 2011 5:39 pm
Hi,
I have 2 questions-
I am estimating a regression with recursive least squares using the N-Step Forecast Test option. I want to select the sample up to a point so after this point eviews will update the sample by adding on one observation at a time until the end of the sample period. However, if I select the sample up to 2004, I will only get a graph up to 2004 (although the full sample is up to 2011). How can I select a period and ask eviews to keep adding the rest of the observations?
The other question is, does recursive least squares estimation produce an output? The only results I notice eviews is giving is a graph, the residuals and the standard errors. How to get an output from the estimation?
Can anyone please answer these questions? Thanks.
I have 2 questions-
I am estimating a regression with recursive least squares using the N-Step Forecast Test option. I want to select the sample up to a point so after this point eviews will update the sample by adding on one observation at a time until the end of the sample period. However, if I select the sample up to 2004, I will only get a graph up to 2004 (although the full sample is up to 2011). How can I select a period and ask eviews to keep adding the rest of the observations?
The other question is, does recursive least squares estimation produce an output? The only results I notice eviews is giving is a graph, the residuals and the standard errors. How to get an output from the estimation?
Can anyone please answer these questions? Thanks.