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Hi again and thank you so much for your answer ! Unfortunately I'm not really a pro in using EViews or other statistical software and I don't really know how to use the code you suggested me. Where should I enter it or how to get there. I would be really grateful if you could point me the steps I ha...

So what I tried was creating a system whith the variables from my estimated VAR, going to Proc - Make system - Order by value, and I copied the equation for my desired variable which I want to forecast into a new simple equation. After that I performed a dynamic forecast inside the sample, and compa...

Tried it and compared the forecasts and somehow they're not the same. Weird... anyways I'll work on this, Thanks !

Hi again, I was thinking of trying something else but I'm not sure it would really be correct. Do you guys think that it would be ok to copy the desired equation from the VAR model and to paste it into a new generated simple eq, and to try to make the forecast from there ? Like this I would be able ...

Thanks for the answer, so I guess it's the same for all of the previous EViews versions, earlier than EViews 9 correct ? :(
Or is there any other alternative way of evaluating the VAR forecasts with EViews 7 ?

Hello there and sorry if this question has been asked before. I am using EViews 7 and trying to make some forecasts with VAR models. My question would be if it's possible to view the performance indicators for the forecasts such as RMSE, MAE, MAPE, THEIL IC in order to help me choose the most effici...