Vector Error Correction Model

For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.

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Posts: 31
Joined: Tue Sep 08, 2009 1:28 pm

Vector Error Correction Model

Postby brennan6738 » Tue Sep 22, 2009 7:28 pm

Does anyone know why I can't run a VEC forecast after I have made the model? (Even when a VAR works for the data?). The VEC has created new "difference" variables. Do I have to then go back and enter them as Exogenous variables?

Posts: 92
Joined: Fri Sep 19, 2008 7:30 am
Location: Sao Paulo / Brazil

Re: Vector Error Correction Model

Postby fmramos » Thu Sep 24, 2009 6:47 am

Inside the estimated equation, click on "proc" and "make model". It's the beggining. There are several options to choose after to forecast.

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