Search found 11 matches

by Andrew25
Wed Jul 06, 2016 6:25 am
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 6550

Re: Conditional VAR forecast

There seems to be some problems with the link - when I click to download comfcast add-in, I get redirected to the Eviews frontpage. Also tried to download from the built-in add-in manager and still get error message.
by Andrew25
Tue Jul 05, 2016 5:57 am
Forum: Estimation
Topic: VAR Lag Lenght: estimation sample
Replies: 4
Views: 1287

Re: VAR Lag Lenght: estimation sample

I meant the structure of Eviews workfile. In the upper left corner of the workfile, range should display 1985Q1 2016Q1 in your case.
by Andrew25
Tue Jul 05, 2016 5:07 am
Forum: Estimation
Topic: VAR Lag Lenght: estimation sample
Replies: 4
Views: 1287

Re: VAR Lag Lenght: estimation sample

Have you correctly specified workfile structure?
by Andrew25
Mon Jul 04, 2016 4:56 am
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 4329

Re: Nowcasting GDP

Dear Dakila, thank you very much for answer. However, where can I download the confcast add-in? It isn't listed there http://www.eviews.com/Addins/addins.shtml
by Andrew25
Mon Jul 04, 2016 4:30 am
Forum: Data Manipulation
Topic: Specifying indicators for frequency conversion
Replies: 10
Views: 1826

Specifying indicators for frequency conversion

Hi! I have an annual series for GDP which I would like transform into quarterly series. I have prepared two indicator series for the frequency conversion, however, when using Chow-Lin match-sum method, which should accommodate two indicator series, I get error message that specified indicator series...
by Andrew25
Wed Jun 29, 2016 2:56 am
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 4329

Re: Nowcasting GDP

Seems that I found the solution - variables for which data are available are specified as exogenous in VAR dialog!
by Andrew25
Fri Jun 17, 2016 5:21 am
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 4329

Re: Nowcasting GDP

Maybe you have some advice how I can make the remaining endogenous variables depend on the overriden variables in the same period?
by Andrew25
Thu Jun 16, 2016 6:49 am
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 4329

Re: Nowcasting GDP

Here is the workfile. Thank you Gareth very much for looking into these matters!
by Andrew25
Thu Jun 16, 2016 6:02 am
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 4329

Nowcasting GDP

Hello, I am using Bayesian VAR to nowcast GDP and financial sector output, however I have some issues. I will try to describe it step-by-step. First, I estimate the model with data from 1996q1 to 2015q4, then I make model and obtain forecasts for 2016q1 using Dynamic-Deterministic simulation. Until ...
by Andrew25
Tue Apr 05, 2016 12:57 am
Forum: Bug Reports
Topic: Model out of memory
Replies: 1
Views: 1112

Model out of memory

Hi! I have estimated a Bayesian VAR model with Minnesota prior, containing 29 variables and 13 lags. However, when I want to make model, I get error "out of memory". My PC and software specification is as follows: Intel Core i3-2310M@2.1 GHz, 4GB RAM, Windows 7 Ultimate 64-bit and Eviews 9...
by Andrew25
Tue Mar 08, 2016 5:25 am
Forum: Models
Topic: Conditional forecasts in VAR framework
Replies: 1
Views: 1860

Conditional forecasts in VAR framework

Hi! I want to make sure that I have correctly made conditional forecasts in order to assess policy effectiveness. I describe methodology step-by-step: 1. I estimate a Bayesian VAR with 30 endogenous variables with monthly data from January 1990 to December 2010. 2. Then I make model out of it (by Pr...

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