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No Forecasted S.E.
Posted: Tue Feb 28, 2012 7:52 am
by tkennison
Hi,
When solving a single equation object for the forecast and standar error, I am getting the entire forecast over the forecast period, but I am getting the standard error in the first period of the forecast only. Do you know why this would be the case?
Many thanks,
Travis
See code (and picture) below:
%beginfcst = "2012q1"
%endfcst = "2019q4"
smpl %beginfcst %endfcst
eq_rle_{%current}.forecast rle_{%current} rle_SE
Re: No Forecasted S.E.
Posted: Tue Feb 28, 2012 9:15 am
by EViews Gareth
Hard to say without seeing the workfile/equation.
Re: No Forecasted S.E.
Posted: Tue Feb 28, 2012 10:13 am
by tkennison
Hi Garrett,
My apologies, please see the below code and attached work file. Let me know if there is any other information I can provide.
Many thanks in advance,
Travis
Code: Select all
'#############################################
'VARIABLES
'#############################################
'update number
%current = "0112"
%previous = "0811"
'dates
%endhist = "2011q4"
%beginfcst = "2012q1"
%endfcst = "2019q4"
%beginfcst_price = "2011"
'#############################################
'SUBROUTINES
'#############################################
'Run in the order listed
call forecast 'forecast model, including standard error
'###############################################
subroutine forecast
pageselect quarterly
smpl @all
if @isobject("eq_rle_" + %current) then
else
copy eq_rle_{%previous} eq_rle_{%current}
endif
'forecast!!
'get Eviews forecast to compare to Excel forecast
'get standard error to produce confidence interval in Excel
'Riding Lawn Equipment
smpl %beginfcst %endfcst
eq_rle_{%current}.forecast rle_{%current} rle_SE
'graph to compare forecasts
smpl 2005 @last
graph gr_rle rle_{%current} rle_{%previous}
show gr_rle
smpl @all
endsub
'###############################################
Re: No Forecasted S.E.
Posted: Tue Feb 28, 2012 10:14 am
by tkennison
Sorry, Gareth.
Re: No Forecasted S.E.
Posted: Tue Feb 28, 2012 12:10 pm
by EViews Gareth
If you download the latest patch, it should be fixed for you.
Re: No Forecasted S.E.
Posted: Tue Feb 28, 2012 1:24 pm
by tkennison
Gareth,
Many thanks for the help!
Best regards,
Travis