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Hard to say what you're doing wrong without seeing what you're doing. Im working on the time series econometrics. Here I have estimated an appropriate VEC model with my data and would like to get the forecast for next 5 steps. However I am struggling on figure out how I can achieve that! Can somebo...

Problem in forecasting with static model I have a problem in forecasting with my static model in the workfiles. I have estimated my model with the dataset from 2000m01 to 2015m08 and now I want to estimate the "virtual future" from 2000m01 to 2016m01 for one variable. When I try to do this...