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-multi-step forecasting
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Eviews-multi-step forecasting
Could you define what you mean by multi-step?
Follow us on Twitter @IHSEViews
Re: Eviews-multi-step forecasting
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.
Who is online
Users browsing this forum: No registered users and 33 guests