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!
Search found 6 matches
- Sun Dec 18, 2016 4:53 am
- Forum: Programming
- Topic: N-Step ahead Out-of-Sample-Forecasts
- Replies: 9
- Views: 17594
- Sat Dec 17, 2016 4:24 am
- Forum: Estimation
- Topic: Multisep aheadVAR FORECAST
- Replies: 0
- Views: 2338
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...
- Mon May 20, 2013 2:47 pm
- Forum: General Information and Tips and Tricks
- Topic: how can I do to structure a panel data in a worfile
- Replies: 9
- Views: 8213
Re: how can I do to structure a panel data in a worfile
ok no problem! really thanks
- 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: 8213
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...
- Mon May 20, 2013 1:55 pm
- Forum: General Information and Tips and Tricks
- Topic: how can I do to structure a panel data in a worfile
- Replies: 9
- Views: 8213
Re: how can I do to structure a panel data in a worfile
here are the real files
- 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: 8213
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...