Search found 5 matches

by userfriendly
Thu Oct 01, 2015 1:08 pm
Forum: Add-in Support
Topic: VARForecast (VAR forecasting)
Replies: 44
Views: 69295

Re: VARForecast (VAR forecasting)

EViews Gareth wrote:You want VAR->Makemodel in the VAR section of the Object Reference, then Model->Solve and Model->SolveOpt in the Model section of the Object Reference.


Thank you Gareth! I really appreciate your support.

I will try working on it and have a research in the forum then.
by userfriendly
Thu Oct 01, 2015 12:58 pm
Forum: Add-in Support
Topic: VARForecast (VAR forecasting)
Replies: 44
Views: 69295

Re: VARForecast (VAR forecasting)

EViews Gareth wrote:Probably better off not using the addin at all, just programming the forecast with a model object.


Thank you Gareth! Last question, relevant to my case: I am going to review how to program the forecast on the User Guide. Do you have any better reference I should look at?
by userfriendly
Thu Oct 01, 2015 12:47 pm
Forum: Add-in Support
Topic: VARForecast (VAR forecasting)
Replies: 44
Views: 69295

Re: VARForecast (VAR forecasting)

Just don't perform a stochastic forecast Yes, I would like to do a deterministic one. However, I need a code/program in order to do that, as I have around 1200 VARs from which I need the forecasts (and I cannot do it manually). That is why I was looking for the add-in or any useful way to modify it...
by userfriendly
Thu Oct 01, 2015 9:41 am
Forum: Add-in Support
Topic: VARForecast (VAR forecasting)
Replies: 44
Views: 69295

Re: VARForecast (VAR forecasting)

If you're doing a stochastic forecast, yes you would expect the forecasts to be slightly different each time. Thank you Gareth. I need a unique value of these forecasts for the dissertation I am currently writing, and I was thinking of running the code a certain number of time and then take the ave...
by userfriendly
Thu Oct 01, 2015 9:29 am
Forum: Add-in Support
Topic: VARForecast (VAR forecasting)
Replies: 44
Views: 69295

Re: VARForecast (VAR forecasting)

Hi! I have 5 times series from 1929 to 2012, with monthly data. I have estimated some VARs within this sample and I am trying to forecast the values of the subsequent periods. For instance: I have a VAR from 1929m01 to 1960m12 and I use the add-in on the sample [1961m01 1961m12] in order to find the...

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