Page 1 of 1

VAR - fitted values

Posted: Thu Nov 17, 2011 8:49 am
by ku_al
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!

Re: VAR - fitted values

Posted: Thu Nov 17, 2011 9:06 am
by EViews Gareth
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.

Re: VAR - fitted values

Posted: Thu Nov 17, 2011 10:26 am
by ku_al
It's really not that difficult! Thank you!!! :D

Re: VAR - fitted values

Posted: Wed Jan 30, 2013 10:53 am
by Luiza Rodrigues
and how do i write a comand to solve the model using one of the variables as exogeous? i'm also using version 6.

Re: VAR - fitted values

Posted: Wed Jan 30, 2013 11:10 am
by EViews Gareth
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.