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by Eddy360
Sun Sep 11, 2022 5:13 pm
Forum: Estimation
Topic: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables
Replies: 3
Views: 5930

Re: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables

Thanks Mirza for looking in this. Do you have a approximate turn around time for the fix? Most of my team no longer have access to Eviews12 as Eviews13 was rolled out as a replacement to Eviews12 from my internal IT department.
by Eddy360
Wed Sep 07, 2022 10:54 pm
Forum: Estimation
Topic: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables
Replies: 3
Views: 5930

Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables

Hi Eviews team, When upgrading to Eviews13 from 12, we noticed that our existing VECM models which uses exogenous variables (e.g. date intercept dummies) were producing different forecasts given the same data set. I presume this is most likely due to new functionality introduced with Eviews13 that a...
by Eddy360
Tue Jun 28, 2022 9:20 pm
Forum: Programming
Topic: Sem-parametric Bootstrapping - Repeated Model Simulation
Replies: 1
Views: 2957

Sem-parametric Bootstrapping - Repeated Model Simulation

Hi, I'm trying to develop a program that can produce forecast confidence intervals for model averages, using bootstrapped residual series to generate data for estimation. My method is currently: 1. Estimate the models on the original data Y and extract the residuals and fitted values. 2. Resample th...

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