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by forestG
Thu May 21, 2015 2:40 pm
Forum: Estimation
Topic: BVAR Eviews8 Forecast
Replies: 3
Views: 14276

Re: BVAR Eviews8 Forecast

Thank you. I was also wondering how the priors are implemented. I have for example smpl @first @last-!n-!f+!i var el.bvar(prior=lit,mu1=1,l1=1,l2=0.9,l3=20) 1 2 variable1variable2 variable3 el.makemodel(mod4) this gives me very differnet forecast compared to a matlab toolbox. Is the first equation s...
by forestG
Thu May 21, 2015 11:40 am
Forum: Estimation
Topic: BVAR Eviews8 Forecast
Replies: 3
Views: 14276

BVAR Eviews8 Forecast

I am using Eviews8 for estimation of BVAR and I am trying to use these for forecasts. Is Eviews implementing the direct or iterated forecast for this? Also, is the value output the forecast mean or median? I have looked in the user guide but cant find an answer. I am using the solve function for thi...

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