VECM Forecasting

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VECM Forecasting

Postby jmagomez » Wed Aug 08, 2012 10:31 am

Dear Fellow,

I have a version of Eviews 7. If you need, I have the machine id and activation code.

I wonder if you could help me with this problem, I have a VEC Model for forecasting a product in Eviews.

I also have the forecastings for all other variables in the model for the next five years until 2017, month by month.

The question that I have is: How do I get the forecasting, month by month, for this product using the VECM in Eviews? I know how to do the forecasting at a simple equation.

I have tried to follow the steps at the Eviews Help -> make proc model, but I have failed.

Could you assist me in this task? Do you need the Eviews file? I could send you the file, privately.

Best Regards, Joseph

EViews Gareth
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Re: VECM Forecasting

Postby EViews Gareth » Wed Aug 08, 2012 10:34 am

Essentially, you just hit Proc->Make Model. Then when the model opens up, you just hit Solve, change the solution period to be the sample you wish to forecast over, and then hit OK. The forecast values will be in your workfile with an _0 after them.
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