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by santosbruno85
Mon Jun 07, 2010 3:30 pm
Forum: Estimation
Topic: std. dev. in VAR deterministic pediction
Replies: 0
Views: 1498

std. dev. in VAR deterministic pediction

Hello guys,

How do I get the std. dev. in a VAR deterministic prediction?

So far, I only discovered it in a stochastic prediction.

Thanks,
Bruno
by santosbruno85
Wed Feb 10, 2010 5:34 am
Forum: Estimation
Topic: ST
Replies: 1
Views: 2042

ST

Hi all,

I would like to know what the difference in estimates using "Y c Y(-1)" and "Y c AR (1)".

Thanks

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