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Combining actual and forecast data in one series

Posted: Tue Aug 28, 2012 6:18 am
by hannaday
I am forecasting monthly data each month and would like to combine the forecast observations with the actual observations for the out of sample period (add 2012M8 forecast, say, to a series ending 2012M7) automatically. At present I do this manually, using the "fill" command, but that requires specifying the data to begin the fill. Is there a way of specifying the "o" option in fill in a way that automatically finds the last non-missing observation in the actual series and begins the fill from there (the date value of @last for the actual series plus one should do it, but I can't figure out the syntax)? What am I missing?

Should I use @recode()? If so, how?

Some other method? Thanks!!

Re: Combining actual and forecast data in one series

Posted: Tue Aug 28, 2012 7:48 am
by EViews Gareth
By default when you perform a forecast, EViews will fill in the actual values for any periods that are not in the forecast sample.

Re: Combining actual and forecast data in one series

Posted: Tue Aug 28, 2012 9:42 am
by EViews Glenn
Notice Gareth says, by default. You may explicitly ask EViews to fill the out-of-forecast-sample values with NAs.

Re: Combining actual and forecast data in one series

Posted: Wed Aug 29, 2012 6:23 pm
by hannaday
Resetting the sample forecast period does the trick. Thanks!