Vector Error Correction Model

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

Moderators: EViews Gareth, EViews Moderator

Post Reply
brennan6738
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?
Top
fmramos
Posts: 113
Joined: Fri Sep 19, 2008 7:30 am
Location: Sao Paulo / Brazil
Contact:
Contact fmramos

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.
Top
Post Reply

Return to “Models”

Who is online

Users browsing this forum: No registered users and 42 guests