Search found 3 matches
- 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.
- 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...
- 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...
