VARForecast (VAR forecasting)
Moderators: EViews Gareth, EViews Moderator, EViews Esther
Re: VARForecast (VAR forecasting)
Hi, I have a very naive question as a graduate unfamiliar with this add in. I am trying to take a 4 variable VAR and form a forecast model to test the effect of changes in w, x, and/or z on y, and the effect of changes in w, y, and/or z on x. Any help would be greatly appreciated, I am just very unsure how to approach this Thanks
Re: VARForecast (VAR forecasting)
Hi,
is there anybody who can tell me why the forcasts produced by the add-in are in the long run slightly different from the dynamic solution created by a solve command?
Here are the relevant commands:
_var.makemodel(_model_03)
_model_03.scenario(n, a=bas) "bas"
_model_03.solve
_var.fcast(g,e) _f _se
Thanks!
is there anybody who can tell me why the forcasts produced by the add-in are in the long run slightly different from the dynamic solution created by a solve command?
Here are the relevant commands:
_var.makemodel(_model_03)
_model_03.scenario(n, a=bas) "bas"
_model_03.solve
_var.fcast(g,e) _f _se
Thanks!
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- Fe ddaethom, fe welon, fe amcangyfrifon
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VARForecast (VAR forecasting)
In order to produce standard errors, the add-in does a stochastic solve.
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Re: VARForecast (VAR forecasting)
f=na isn't an available option here? should/could it be?
best wishes!
Charlie
best wishes!
Charlie
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Re: VARForecast (VAR forecasting)
The model object doesn't have such an option.
You could always manually set the NA values.
You could always manually set the NA values.
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Re: VARForecast (VAR forecasting)
Good morning everyone,
I have downloaded successfully the VARforecast addin. But when I write the command fcast, eviews tells me that fcast is not a valid view for VAR. Could anyone help me to solve this? I do appreciate your help. Many thanksss
I have downloaded successfully the VARforecast addin. But when I write the command fcast, eviews tells me that fcast is not a valid view for VAR. Could anyone help me to solve this? I do appreciate your help. Many thanksss
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Re: VARForecast (VAR forecasting)
EViews Gareth wrote:Did you install it properly?
Yes, I can forecast with the menu but not with the command. Could you please tell me how to fix that?
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Re: VARForecast (VAR forecasting)
banhbengconuong wrote:EViews Gareth wrote:Did you install it properly?
Yes, I can forecast with the menu but not with the command. Could you please tell me how to fix that?
Dear Mr Eviews Gareth
I have reinstalled the proc, and now it works for me well with the command, Thank you very much
Re: VARForecast (VAR forecasting)
hi
it's possible to modify the Add-in to detect automaticaly the Time Series Functions, when I use the forecast like equation object (forecast differenced or undifferenced data).
best regards.
it's possible to modify the Add-in to detect automaticaly the Time Series Functions, when I use the forecast like equation object (forecast differenced or undifferenced data).
best regards.
Re: VARForecast (VAR forecasting)
Hi all,
This si a bit of a naive question,
Is there a command line to change the name of the forecast and the forecast sample? I am trying to run a forecast evaluation and need to store several forecasts over different samples and it would be quite painful to do it by hand.
By default the var.fcast command seems to generate "_f" suffix forecast series int he same sample as the mdel is estimated.
Typing
smpl [smothign other than the estimation sample]
var.fcast
will not change the forecast sample, and
smpl [smothign other than the estimation sample]
var.fcast _f1
Will cause a massive error message
Many thanks for help
M
This si a bit of a naive question,
Is there a command line to change the name of the forecast and the forecast sample? I am trying to run a forecast evaluation and need to store several forecasts over different samples and it would be quite painful to do it by hand.
By default the var.fcast command seems to generate "_f" suffix forecast series int he same sample as the mdel is estimated.
Typing
smpl [smothign other than the estimation sample]
var.fcast
will not change the forecast sample, and
smpl [smothign other than the estimation sample]
var.fcast _f1
Will cause a massive error message
Many thanks for help
M
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Re: VARForecast (VAR forecasting)
Have you checked the documentation?
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Re: VARForecast (VAR forecasting)
I have installed this add-in, but I couldn't see it in Add-ins option. I try some times to reinstall it but it 's not succesful. Anybody can help me ?
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Re: VARForecast (VAR forecasting)
Do you have a VAR open when you look at the Add-ins menu?
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