EViews.com

Thanks for looking into it

I've been generating these results from the VAR dialog windows. The commands would be

smpl 55.1 2015.12
var rates.ls 1 3 d(reff) d(rtb3m) d(rtb10) d(raaa) d(rbaa)

smpl 06.1 07.12
var rates.fit(g, e)

I've attached it

I'm getting strange results using the VAR Forecast dialog. I'm using EViews 9.5 and estimating a simple VAR for teaching purposes using d(Fed Funds), d(3 month Treasury), d(10 year Treasury), d(Baa rate) for 1954.1 2015.12 with underlying rates in percent. Taking the in-sample, static forecasts for ...