constraints

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Martin
Posts: 11
Joined: Wed Apr 08, 2009 12:05 pm

constraints

Postby Martin » Mon Nov 02, 2009 12:06 pm

Using the model object, how would you place constraints on your endogenous variables forecast? For example, the endogenous variables are market shares of substitute goods. I want to insure that the summation of the endogenous variables equal one.

Please note the constraint does not necessarily need to be one. It could be another time series.

trubador
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Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: constraints

Postby trubador » Tue Nov 03, 2009 1:07 am

You can add the relationship as an identity. Please refer to EViews Users Guide II, Chapter 36, page 416 for more details...


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