Scenario analysis

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Scenario analysis

Postby ral » Mon Mar 30, 2015 2:38 pm


I have a forecasting model y(t+1) = a + b*y(t) + c*x(t) + e(t+1) and want to automate as much as possible inserting alternative paths for y(t) and x(t) to do scenario analyses.

For example, I want to exogenously set y(t+h) and x(t+h), h > 1, equal to some values to see what the model predicts about the future path of y(t+h+1).

What are the commands for constructing this type of scenario analysis?

Thank you.

EViews Gareth
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Re: Scenario analysis

Postby EViews Gareth » Mon Mar 30, 2015 3:03 pm

You'll want to build a model object, then use model.scenario, model.exclude, model.override, etc...
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