Conditional VAR forecast

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dakila
Posts: 267
Joined: Tue Nov 24, 2015 4:57 pm

Conditional VAR forecast

Postby dakila » Tue Jul 05, 2016 9:23 pm

This thread is about the confcast add-in that performs a conditional VAR forecast.

Andrew25
Posts: 11
Joined: Tue Mar 08, 2016 3:47 am

Re: Conditional VAR forecast

Postby Andrew25 » Wed Jul 06, 2016 6:25 am

There seems to be some problems with the link - when I click to download comfcast add-in, I get redirected to the Eviews frontpage. Also tried to download from the built-in add-in manager and still get error message.

EViews Gareth
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Re: Conditional VAR forecast

Postby EViews Gareth » Wed Jul 06, 2016 7:36 am

Try now.
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dakila
Posts: 267
Joined: Tue Nov 24, 2015 4:57 pm

Re: Conditional VAR forecast

Postby dakila » Sat Jul 16, 2016 8:49 pm

Hi Andrew,

How did it go?

cyp74
Posts: 15
Joined: Tue Mar 13, 2012 4:47 pm

Re: Conditional VAR forecast

Postby cyp74 » Sun Jul 17, 2016 9:30 pm

I couldn't install it. It says the installer is missing.

dakila
Posts: 267
Joined: Tue Nov 24, 2015 4:57 pm

Re: Conditional VAR forecast

Postby dakila » Sun Jul 17, 2016 11:02 pm

What is your Eviews version?

cyp74
Posts: 15
Joined: Tue Mar 13, 2012 4:47 pm

Re: Conditional VAR forecast

Postby cyp74 » Mon Jul 18, 2016 12:22 am

9.5

dakila
Posts: 267
Joined: Tue Nov 24, 2015 4:57 pm

Re: Conditional VAR forecast

Postby dakila » Mon Jul 18, 2016 2:12 am

You are right. Gareth, could you check this add-in?
However you can manually install it. Just go confcast directory and open "confcast install.prg"

EViews Gareth
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Re: Conditional VAR forecast

Postby EViews Gareth » Mon Jul 18, 2016 8:38 am

Try now.

(the .toc file was incorrect).
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cyp74
Posts: 15
Joined: Tue Mar 13, 2012 4:47 pm

Re: Conditional VAR forecast

Postby cyp74 » Tue Jul 19, 2016 1:14 am

All good, thanks

xprimexinverse
Posts: 26
Joined: Fri Sep 18, 2015 11:41 am
Location: Dublin, Ireland
Contact:

Re: Conditional VAR forecast

Postby xprimexinverse » Wed Nov 23, 2016 7:07 am

Hi,

I would like to know more details about the method used in the add-in. The program file is encrypted and the documentation, while citing two papers, is not very clear and quite short. Could additional information please be provided; for example, in terms of extended technical documentation or, better yet, open code?

And, many thanks for what should prove to be a very useful add-in! Top job.

Cheers,
Graeme

dakila
Posts: 267
Joined: Tue Nov 24, 2015 4:57 pm

Re: Conditional VAR forecast

Postby dakila » Sat Nov 26, 2016 12:36 am

Thanks for your comment, Graeme. I attached the technical appendix. If time permits I will post the detailed explanation on the blog.
Attachments
Conditional forecasting.pdf
(302.78 KiB) Downloaded 143 times

paolo.zanghieri
Posts: 8
Joined: Wed Mar 05, 2014 10:52 am

Re: Conditional VAR forecast

Postby paolo.zanghieri » Thu Mar 30, 2017 7:22 am

Hello,
I have two problems with the add in:
1) I first tried to use it via the menu and, even though I constrain just one variable for one quarter I get an error message saying that "Matrix-Vector index is out of range" moreover, I get the forecast charts even though I did not ask for them
2) I try to use the command line, but apparently it is not possible to locate the .prg file

I have the 9.5 version Mar 2 2017 build. Any clue?
thanks

dakila
Posts: 267
Joined: Tue Nov 24, 2015 4:57 pm

Re: Conditional VAR forecast

Postby dakila » Fri Mar 31, 2017 12:08 am

I have no idea. Could you post the file?

paolo.zanghieri
Posts: 8
Joined: Wed Mar 05, 2014 10:52 am

Re: Conditional VAR forecast

Postby paolo.zanghieri » Tue Apr 04, 2017 4:09 am

Sure,
here it is.
Thanks a lot
Attachments
us_bvar.wf1
(4.06 MiB) Downloaded 53 times


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