Search found 3 matches
- Tue Jul 28, 2009 3:15 am
- Forum: Estimation
- Topic: Forecasting with VECM and Random walk
- Replies: 4
- Views: 7757
Re: Forecasting with VECM and Random walk
Does it mean, if, for example I need to implement 4 step aheap forecasts for weekly observations with the in-sample series ending 31.12.2006, I must define forecast sample as 7.1.2005 to 28.1.2005?
- Mon Jul 27, 2009 5:17 pm
- Forum: Estimation
- Topic: Forecasting with VECM and Random walk
- Replies: 4
- Views: 7757
Re: Forecasting with VECM and Random walk
Still do not understand.
If I need to implement 4, 10, 16, 20 step ahead forecasts, how can I specify it in the solve menu?
If I need to implement 4, 10, 16, 20 step ahead forecasts, how can I specify it in the solve menu?
- Sun Jul 26, 2009 6:14 pm
- Forum: Estimation
- Topic: Forecasting with VECM and Random walk
- Replies: 4
- Views: 7757
Forecasting with VECM and Random walk
I have to compare out-of-sample forecasts of VECM and random walk models. How can estimate random walk model in Eviews? I need simple driftless random walk. And second, how to implement out-of-sample forecasts using VECM? I tryed to do the model in Procs menu and then solve it, but it makes just 1 s...