Search found 4 matches

by MiWe
Mon Nov 14, 2022 3:55 am
Forum: Bug Reports
Topic: Problems with forecasting from VAR-Models
Replies: 4
Views: 10656

Re: Problems with forecasting from VAR-Models

Hello Gareth, I have the guess that the problem is that when estimating with a program, the existing models/settings in the workfile are not overwritten. This problem is new to me - it exists since I got a new version installed with a new notebook. If I delete all models from the workfile in advance...
by MiWe
Mon Nov 14, 2022 1:25 am
Forum: Bug Reports
Topic: Problems with forecasting from VAR-Models
Replies: 4
Views: 10656

Re: Problems with forecasting from VAR-Models

Hallo Gareth,
Thanks for your reply! Your example works without problems... Attached you will find my workfile (sheet "quarterly" is relevant) and a simple program-example where I get different results.
Thanks a lot, Michael
by MiWe
Fri Nov 11, 2022 5:06 am
Forum: Bug Reports
Topic: Problems with forecasting from VAR-Models
Replies: 4
Views: 10656

Problems with forecasting from VAR-Models

Hello, I am using EViews 12, the latest version. There are problems with the prediction of VAR models. When I estimate the same model several times, I get different results: When saving the estimation results in an Excel spreadsheet or internally in a matrix, different columns give different results...
by MiWe
Fri Dec 04, 2020 4:13 am
Forum: Estimation
Topic: GLP-prior with auto-series
Replies: 1
Views: 4747

GLP-prior with auto-series

Hello, in BVAR-Estimation with Giannone, Lenza & Primiceri-prior I get the error message „Auto-series not allowed in Bayesian VAR sampling“. But it works with other priors. Is there a reason why, or is there something wrong? It would be a great help to work with auto-series (d,log,@pcy,…). Thank...

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