VAR - fitted values

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ku_al
Posts: 5
Joined: Thu Nov 17, 2011 8:41 am

VAR - fitted values

Postby ku_al » Thu Nov 17, 2011 8:49 am

Hi!
Does someone have an idea how I can easily get the fitted values from a VAR estimation? Unfortunately I'm using Eviews 6 and I can't use the add-on for VAR forecasting which is provided for Version 7. :( So I guess it has to do with 'make model' but I'm not really sure how to use it.
Thanks!

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: VAR - fitted values

Postby EViews Gareth » Thu Nov 17, 2011 9:06 am

Proc->Make Model. A model object will appear. Hit the Solve button. Select "Static Solution", and hit OK. The fitted values will then be in your workfile with a _0 suffix.
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ku_al
Posts: 5
Joined: Thu Nov 17, 2011 8:41 am

Re: VAR - fitted values

Postby ku_al » Thu Nov 17, 2011 10:26 am

It's really not that difficult! Thank you!!! :D

Luiza Rodrigues
Posts: 2
Joined: Wed Jan 30, 2013 9:34 am

Re: VAR - fitted values

Postby Luiza Rodrigues » Wed Jan 30, 2013 10:53 am

and how do i write a comand to solve the model using one of the variables as exogeous? i'm also using version 6.

EViews Gareth
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Posts: 12291
Joined: Tue Sep 16, 2008 5:38 pm

Re: VAR - fitted values

Postby EViews Gareth » Wed Jan 30, 2013 11:10 am

Use model.exclude to make a variable exogenous. Use model.solve to solve the model. See the model section of the Object Reference for more details.
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