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Eviews-multi-step forecasting

Posted: Mon Feb 18, 2013 2:41 am
by selin1000
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

Re: Eviews-multi-step forecasting

Posted: Mon Feb 18, 2013 9:58 am
by EViews Gareth
Could you define what you mean by multi-step?

Re: Eviews-multi-step forecasting

Posted: Mon Feb 18, 2013 10:45 am
by selin1000
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.