I need to find out in EVIEWS the steps of doing out-of-sample forecast for ARIMAX model. Can anyone share an EVIEWS worked example file(s) with me?

Emerson Abraham Jackson @Emerson_Jackson

02 February 2018 0 9K Report

I have been trying to work out a comparatuve model forecast usung ARIMA and ARIMAX. The model, both for within and out-of-sample is fine with just a univariate CPI variable.

On repeating the process with one exogenous variable for the ARIMAX model, I don't seem to be getting anything for the out-of-sample forecast.

I'm not sure if the steps I am using are correct.

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