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Conditional VAR forecast

Posted: Tue Jul 05, 2016 9:23 pm
by dakila
This thread is about the confcast add-in that performs a conditional VAR forecast.

Re: Conditional VAR forecast

Posted: Wed Jul 06, 2016 6:25 am
by Andrew25
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.

Re: Conditional VAR forecast

Posted: Wed Jul 06, 2016 7:36 am
by EViews Gareth
Try now.

Re: Conditional VAR forecast

Posted: Sat Jul 16, 2016 8:49 pm
by dakila
Hi Andrew,

How did it go?

Re: Conditional VAR forecast

Posted: Sun Jul 17, 2016 9:30 pm
by cyp74
I couldn't install it. It says the installer is missing.

Re: Conditional VAR forecast

Posted: Sun Jul 17, 2016 11:02 pm
by dakila
What is your Eviews version?

Re: Conditional VAR forecast

Posted: Mon Jul 18, 2016 12:22 am
by cyp74
9.5

Re: Conditional VAR forecast

Posted: Mon Jul 18, 2016 2:12 am
by dakila
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"

Re: Conditional VAR forecast

Posted: Mon Jul 18, 2016 8:38 am
by EViews Gareth
Try now.

(the .toc file was incorrect).

Re: Conditional VAR forecast

Posted: Tue Jul 19, 2016 1:14 am
by cyp74
All good, thanks

Re: Conditional VAR forecast

Posted: Wed Nov 23, 2016 7:07 am
by xprimexinverse
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

Re: Conditional VAR forecast

Posted: Sat Nov 26, 2016 12:36 am
by dakila
Thanks for your comment, Graeme. I attached the technical appendix. If time permits I will post the detailed explanation on the blog.

Re: Conditional VAR forecast

Posted: Thu Mar 30, 2017 7:22 am
by paolo.zanghieri
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

Re: Conditional VAR forecast

Posted: Fri Mar 31, 2017 12:08 am
by dakila
I have no idea. Could you post the file?

Re: Conditional VAR forecast

Posted: Tue Apr 04, 2017 4:09 am
by paolo.zanghieri
Sure,
here it is.
Thanks a lot