VARForecast (VAR forecasting)

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mjfl
Posts: 49
Joined: Mon Jul 18, 2011 8:18 am

Re: VARForecast (VAR forecasting)

Postby mjfl » Thu Aug 04, 2011 9:26 am

gd gd stuff.

cnwalt
Posts: 1
Joined: Thu Oct 06, 2011 3:25 pm

Re: VARForecast (VAR forecasting)

Postby cnwalt » Thu Oct 06, 2011 6:35 pm

Hi, I have a very naive question as a graduate unfamiliar with this add in. I am trying to take a 4 variable VAR and form a forecast model to test the effect of changes in w, x, and/or z on y, and the effect of changes in w, y, and/or z on x. Any help would be greatly appreciated, I am just very unsure how to approach this :oops: Thanks

lecturer
Posts: 1
Joined: Wed Jun 06, 2012 4:16 am

Re: VARForecast (VAR forecasting)

Postby lecturer » Wed Jun 06, 2012 4:29 am

Hi,

is there anybody who can tell me why the forcasts produced by the add-in are in the long run slightly different from the dynamic solution created by a solve command?

Here are the relevant commands:

_var.makemodel(_model_03)
_model_03.scenario(n, a=bas) "bas"
_model_03.solve

_var.fcast(g,e) _f _se

Thanks!

EViews Gareth
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VARForecast (VAR forecasting)

Postby EViews Gareth » Wed Jun 06, 2012 7:04 am

In order to produce standard errors, the add-in does a stochastic solve.
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CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

Re: VARForecast (VAR forecasting)

Postby CharlieEVIEWS » Wed Jul 17, 2013 8:34 am

f=na isn't an available option here? should/could it be?

best wishes!

Charlie

EViews Gareth
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Re: VARForecast (VAR forecasting)

Postby EViews Gareth » Wed Jul 17, 2013 8:50 am

The model object doesn't have such an option.

You could always manually set the NA values.
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banhbengconuong
Posts: 15
Joined: Mon Apr 25, 2011 8:31 pm

Re: VARForecast (VAR forecasting)

Postby banhbengconuong » Mon Jan 13, 2014 8:23 pm

Good morning everyone,
I have downloaded successfully the VARforecast addin. But when I write the command fcast, eviews tells me that fcast is not a valid view for VAR. Could anyone help me to solve this? I do appreciate your help. Many thanksss

EViews Gareth
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Re: VARForecast (VAR forecasting)

Postby EViews Gareth » Mon Jan 13, 2014 8:30 pm

Did you install it properly?
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banhbengconuong
Posts: 15
Joined: Mon Apr 25, 2011 8:31 pm

Re: VARForecast (VAR forecasting)

Postby banhbengconuong » Wed Jan 15, 2014 9:06 pm

EViews Gareth wrote:Did you install it properly?


Yes, I can forecast with the menu but not with the command. Could you please tell me how to fix that?

banhbengconuong
Posts: 15
Joined: Mon Apr 25, 2011 8:31 pm

Re: VARForecast (VAR forecasting)

Postby banhbengconuong » Thu Jan 16, 2014 12:00 am

banhbengconuong wrote:
EViews Gareth wrote:Did you install it properly?


Yes, I can forecast with the menu but not with the command. Could you please tell me how to fix that?


Dear Mr Eviews Gareth
I have reinstalled the proc, and now it works for me well with the command, Thank you very much

ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

Re: VARForecast (VAR forecasting)

Postby ecofin » Tue Feb 04, 2014 1:55 am

hi
it's possible to modify the Add-in to detect automaticaly the Time Series Functions, when I use the forecast like equation object (forecast differenced or undifferenced data).

best regards.

msz
Posts: 1
Joined: Thu Jul 10, 2014 9:05 pm

Re: VARForecast (VAR forecasting)

Postby msz » Thu Jul 10, 2014 9:13 pm

Hi all,

This si a bit of a naive question,
Is there a command line to change the name of the forecast and the forecast sample? I am trying to run a forecast evaluation and need to store several forecasts over different samples and it would be quite painful to do it by hand.

By default the var.fcast command seems to generate "_f" suffix forecast series int he same sample as the mdel is estimated.

Typing
smpl [smothign other than the estimation sample]
var.fcast

will not change the forecast sample, and

smpl [smothign other than the estimation sample]
var.fcast _f1

Will cause a massive error message

Many thanks for help
M

EViews Gareth
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Re: VARForecast (VAR forecasting)

Postby EViews Gareth » Thu Jul 10, 2014 9:56 pm

Have you checked the documentation?
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anhkhoa_lpt
Posts: 22
Joined: Thu Sep 29, 2011 8:28 pm
Location: Vietnam

Re: VARForecast (VAR forecasting)

Postby anhkhoa_lpt » Wed Jul 30, 2014 9:18 pm

I have installed this add-in, but I couldn't see it in Add-ins option. I try some times to reinstall it but it 's not succesful. Anybody can help me ? :(

EViews Gareth
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Re: VARForecast (VAR forecasting)

Postby EViews Gareth » Thu Jul 31, 2014 8:02 am

Do you have a VAR open when you look at the Add-ins menu?
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