Search found 6 matches

by pablotillan
Sun Dec 18, 2016 4:53 am
Forum: Programming
Topic: N-Step ahead Out-of-Sample-Forecasts
Replies: 9
Views: 11933

Re: N-Step ahead Out-of-Sample-Forecasts

I have the same question, I need to perfrom a 2,4 and 8 step ahead forecast from a VAR,AR and Random Walk models. I am using inflation, interest rate and unemployment data. The VAR has been performed with 9 lags. Can someone help me in do the forecast?
thanks!
by pablotillan
Sat Dec 17, 2016 4:24 am
Forum: Estimation
Topic: Multisep aheadVAR FORECAST
Replies: 0
Views: 1072

Multisep aheadVAR FORECAST

Hi to everyone! I´ m working with quarterly data from 1960q1 to 2000q4. I´m estimating a VAR model with 9 lags and I need to perform 2 4 and 8 quarter ahead AR, VAR and Random Walk forecast. I don´t know how to do it, can someone give me a hand? the VAR model has the next structure Inflation Unemplo...
by pablotillan
Mon May 20, 2013 2:27 pm
Forum: General Information and Tips and Tricks
Topic: how can I do to structure a panel data in a worfile
Replies: 9
Views: 4356

Re: how can I do to structure a panel data in a worfile

Thanks Gareth! The dates are an average between these years so if is posible i would like don´t change de name of the series.I have to do something different in order to not change the names of these series? . About Saint Kitts, Saint Lucia and Saint Vincent I made a mistake when I wrote but the dat...
by pablotillan
Mon May 20, 2013 1:35 pm
Forum: General Information and Tips and Tricks
Topic: how can I do to structure a panel data in a worfile
Replies: 9
Views: 4356

how can I do to structure a panel data in a worfile

Hi i have this excel file and this workfile after stacked. I followed the step to stack the data but when I want unstacked as you explain in the topic "how to enter panel data in a workfile" I can´t do it .Could you help me? I want evaluate the evolution of PBI and IA over the years in the...

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