VECM preestimation

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oek_stat
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Joined: Thu Sep 30, 2010 1:11 am

VECM preestimation

Postby oek_stat » Thu Sep 30, 2010 5:08 am

Is there any possibility to do forecasts with a vector error correction model by using a rolling window?

EViews Gareth
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Re: VECM preestimation

Postby EViews Gareth » Thu Sep 30, 2010 8:09 am

There's nothing built in that will do that, but if you're familiar with the EViews programming language, it should not be too hard to do.
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oek_stat
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Joined: Thu Sep 30, 2010 1:11 am

Re: VECM preestimation

Postby oek_stat » Tue Nov 02, 2010 6:08 am

Thank You for the advice. I've done it. It really wasn't very hard.

phuhti
Posts: 2
Joined: Tue Feb 17, 2015 3:14 am

Re: VECM preestimation

Postby phuhti » Sat Sep 05, 2015 5:12 am

Hey oek_stat!

I'm am not so familiar with the Eviews language. I'm doing my thesis and it would be highly useful to know how to do VECM model using rolling window in Eviews.
Could you help me with this? Some advice or part of the code would be great.

-Petteri


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