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Thank you for your comments, dakila. I know we can see the forecasting variables on factors. Moreover, I would like to know the forecasting for the original variables (x variables from which we extract factors). I guess I have to know the details of the program in order to get the forecasting for ev...

Hi, I confirm FAVAR add-ins has worked in my PC. It's really useful. However, I would like to modify trhe programm because the add-ins show just only impulse responses, I want to see the predction path. can anyone tell me the details in the programm?