Eviews-multi-step forecasting

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

Eviews-multi-step forecasting

Postby selin1000 » Mon Feb 18, 2013 2:41 am

Hi everybody,
I have a question about forecasting in Eviews, and will appreciate guidance so much. I am stuck. I want to forecast GDP with several leading indicators using VAR approach in Eviews. I want to do out-of-sample forecasting for multiple steps (1, 2, 3, 4, 10, 15, etc). After I estimate the VAR model, how do I do the multi-step forecasting in Eviews? Eviews has an automatic dynamic forecast button, but I dont exactly understand what it exactly does. How do I use Eviews to give me several forecasts at different steps ahead? If it is not automatic, does anybody have a code?
Thank you so much!!! I appreciate your help and attention in advance!
Selin

EViews Gareth
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Re: Eviews-multi-step forecasting

Postby EViews Gareth » Mon Feb 18, 2013 9:58 am

Could you define what you mean by multi-step?
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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

Re: Eviews-multi-step forecasting

Postby selin1000 » Mon Feb 18, 2013 10:45 am

Hi Gareth, tx so much for your attention! I am using daily data and want to estimate out-of-sample forecasts for 1-day ahead, 2-days ahead, 3-day ahead, 6-day ahead, 7-days ahead, and 360-days ahead separately.


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