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- Thu Jan 12, 2017 7:40 am
- Forum: Estimation
- Topic: Forecasting with VAR and VECM
- Replies: 1
- Views: 3826
Forecasting with VAR and VECM
Hi, I am doing a out of sample forecast with VAR and VECM with stochastic simulation. I want to get the bounds with interval size 0.95, 0.90, 0.70 and 0.50 to make a fan chart. But when I examine the forecaset with each interval size, the baseline show a slighly different output. To do a forecast wi...