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Forecasting in EViews 11
Posted: Wed Jun 24, 2020 10:25 am
by joshi27s
Hi
Is there a way to procure forecast estimates of variables in a series? Right now, I was able to see the forecasts in graphs from a VAR model with endogenous variables, but would like them to be stored in a series as a dataset. How would we do that?
Re: Forecasting in EViews 11
Posted: Wed Jun 24, 2020 10:58 am
by EViews Gareth
- 2020-06-24_110050.png (33.65 KiB) Viewed 16745 times
Re: Forecasting in EViews 11
Posted: Wed Jun 24, 2020 11:12 am
by joshi27s
I actually did that. I saved as "VARFORECAST_F".
- Screen Shot 2020-06-24 at 2.12.52 PM.png (215.39 KiB) Viewed 16744 times
However, when I searched for "VARFORECAST_F" in the workfile, I could not find it.
- Screen Shot 2020-06-24 at 2.12.26 PM.png (254.78 KiB) Viewed 16744 times
Re: Forecasting in EViews 11
Posted: Wed Jun 24, 2020 11:57 am
by EViews Gareth
Note that it is a naming suffix. Since a VAR is a multivariate model, the forecast will produce multiple series objects. Those forecast series will be named with the underlying series name plus the suffix you provide.
Re: Forecasting in EViews 11
Posted: Wed Jun 24, 2020 4:19 pm
by joshi27s
Ah I see. It worked, thanks