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Please house, I need help on how to forecast GDP data of my country, Nigeria, from 2014 to 2060. I already have data from 1960 to 2014 but I need forecast data till 2060. You need to build a model to do that. I think you are working with annul data, which covers more than 50 years. Since you are in...

I would assume a stable/known long run equilibrium as it makes more sense to me than a time varying cointegrating relationship. Of course, adjustment towards this equilibrium (i.e. error correction) may not be fixed over time. As a reference, I would cite Balke and Fomby (1997) and Enders and Siklos...

First of all, I would do a power analysis to determine the sample size. You can find plenty of resources if you are interested. Let's say you have decided to sample 360 observations from the population. Then it would be fine to breakdown the sample into three strata (i.e. states) in proportion to th...

You can use the difference operator in the equation window (e.g. d(y), d(x(-1))). You should at least have a look at Help->PDF Docs->EViews Illustrated before going any further.

Thanks. I found the option for the ARDL model. I would only like to include lagged values of the indicator and it seems to want to include a t=0 term as well. From the practical point of view, you should also test the contemporaneous relationship to see if the regressor is a true leading indicator....

Deterministic model cannot have standard errors. You need to run/simulate it as a stochastic model. Or you can use the "Forecast" option in the equation (not the model) object itself.

I also get the dates until February 2016. However, future dates seems to be available until November 2016:

However, if I both want both page_A and page_B to be created, what syntax should I type? This does obviously not work but it gives you the idea: WFCREATE(WF=Testing, page=page_A, page = page_B) U 1000 Not at the same time. You need to create page B separately. Moreover, when I have created both the...

You are dealing with a rather complex model. So, I suggest you to start with a small and a simple model in order to understand how EViews handle state space models. Below you find an example of SVAR(1) modeling within state space framework: wfcreate m 1960 2015 'generate artificial series series y1 ...

I also cannot think of any other way to obtain dynamic forecasts other than explicitly specifying and estimating the model with OLS.

Have you tried:

It's difficult for me to follow either. But, it is quite possible that your output already includes this base forecast. If so, all you should do is to produce dynamic forecasts from your VAR model and then substract them from your output. This should leave you with the sum of impacts from shocks.

Dear Trubador, I have a question regarding the Add-in. I am estimating an MV GARCH DCC(using Student's t and correlation targeting, no AR or constants).Firstly, in the dccout01 table, the results are not properly outlined and secondly I get coefficients for the constants (not only the thetas as it ...