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!
VAR - fitted values
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13307
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Re: VAR - fitted values
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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Re: VAR - fitted values
It's really not that difficult! Thank you!!!
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Re: VAR - fitted values
and how do i write a comand to solve the model using one of the variables as exogeous? i'm also using version 6.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13307
- Joined: Tue Sep 16, 2008 5:38 pm
Re: VAR - fitted values
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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