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Thanks! That was useful, I estimated the u-midas model and got the forecast for both models.

Hello, I am using the new tool of EViews 9.5 to estimate MIDAS models. I am wondering if exists a similar tool to estimate Unrestricted MIDAS model (U-MIDAS). Further, I would like to understand better how I can forecast using the MIDAS function. For instance, I want to forecast (static forecast) a ...

For some reason "forecast" does not work with my code ( var.forecast(g) f_var1 se_var1 ). First the error message says that the f_var1. Then even if I change name it goes off.
Can I still use the Add-in and in case some how freeze the graph?
Thank again

Thank you very much. You mean I can directly use the Var proc: forecast ?
If this is the case my code would be: var.forecast(g) f_var1 se_var1
But I'd still have the same problem to save the graph created. Further in this case how can I make static forecast?
Thanks again

Hi, I am using the Add-in VarForecast with Eviews9, but I am experiencing some problem in saving the graph. I hope you can help me. This is a semplified example of my code: var1.fcast(g,s) f_var1 se_var freeze(fcts_var1) vtemp The first line produces the forecast and the graph. The second is meant t...