EViews Help: fit

fit computes the static forecast of variables and all observations in a specified sample. In some settings, you may instruct forecast to compare the forecasted data to actual data, and to compute summary statistics.

You should enter a naming suffix for the forecast series and, optionally, a naming suffix for the series containing the standard errors. Standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

g	Graph the forecasts in individual graphs - one per dependent variable.
m	Graph the forecasts in a combined graph.
e	Produce the forecast evaluation table.
f = arg (default= “actual”)	Out-of-forecast-sample fill behavior: “actual” (fill observations outside the forecast sample with actual values for the fitted variable), “na” (fill observations outside the forecast sample with missing values).
prompt	Force the dialog to appear from within a program.
p	Print view.

streps=integer	Number of simulation repetitions. Only applicable if a se_pattern is provided.
f=number	Fraction of failed repetitions before stopping. Only applicable if a se_pattern is provided.

classical

Perform classical forecasting – forecast based upon the posterior means of the coefficients as if they were calculated from a classical VAR. If omitted Bayesian sampling is used.

mean	Store the mean of the draws from the sampler. If omitted the median is stored.
draws=integer (default= 100000)	Number of draws.
burn=arg (default=0.1)	Proportion of initial draws to discard.
seed=integer	Random number seed.
dropunstable	Drop any draws that produce unstable coefficients.
dgraph	Produce distribution graphs.
fangraph	Produce fan graphs.
page=arg	Store the individual draws in a new page.

usemean	Use posterior mean as the point estimate. The posterior median is used if usemean is not included in the options list.
showci	Show credibility intervals (bands).
cilevels = arg (default = "0.95")	Set credibility levels. For multiple levels, enter a space-delimited list of values surrounded by quotation marks, e.g., "0.3 0.5 0.8".
uselines	Use lines instead of shading for credibility intervals.
seed = int	Set the random seed. EViews will generate a seed if one is not specified.
rng = arg (default = “kn” or method set via rndseed)	Set random number generator type. Available types are: improved Knuth generator (“kn”), improved Mersenne Twister (“mt”), Knuth’s (1997) lagged Fibonacci generator used in EViews 4 (“kn4”), L’Ecuyer’s (1999) combined multiple recursive generator (“le”), Matsumoto and Nishimura’s (1998) Mersenne Twister used in EViews 4 (“mt4”).