Search found 2 matches
- Fri Jun 14, 2019 1:53 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 2893003
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...
- Mon Jun 10, 2019 12:29 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 2893003
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...