Running an Estimator Problem

Running an estimation problem in the Estimator involves the following basic steps:

• Prepare, load, or import a return series file.  

• Set a benchmark return series (optional).

• Load a market portfolio (required for some estimators).

• Select any assets that you wish to exclude from the estimation problem.

• Set the time period by entering date parameters.

• Choose Historic Data Adjustment options.

• Enter forecasts (optional).

• Enter forecast contrasts (optional).

• Choose Forecast Data Adjustment options.

• Click the Run Estimator button to apply the selected statistical methods.

• Click the Run Bayes button if you have entered forecasts that you wish to apply.

• Review results and charts.

• Prepare reports (optional).

• Save and import the results to the Optimizer.