Search found 2 matches

by Fondel
Fri Jun 14, 2019 1:53 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 84
Views: 19109

Re: FAVAR add-in

1. Is it possible to forecast individual series used to build factors? (not just factors themselves) Yes . this question was answered before Is it possible to draw factors from multiple datasets? Let's say I have sets X1 and X2 composed of different data series and I would like to use the first pri...
by Fondel
Mon Jun 10, 2019 12:29 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 84
Views: 19109

Re: FAVAR add-in

First of all, thank you for this Add-in, surely made my life easier! I am new to eviews and considerably new to stats in general. Few questions for which I couldnt find an answer in this thread: 1. Is it possible to forecast individual series used to build factors? (not just factors themselves) 2. I...

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