Search found 5 matches

by Harvard
Mon Jan 05, 2009 6:19 pm
Forum: Bug Reports
Topic: Direct Forecasting with VAR Models
Replies: 3
Views: 10619

Re: Direct Forecasting with VAR Models

O.K. Thanks for your help. I think for my calculations the following command will be sufficient: var var2.ls 10 11 a b

Greetings
by Harvard
Mon Jan 05, 2009 3:07 pm
Forum: Bug Reports
Topic: Direct Forecasting with VAR Models
Replies: 3
Views: 10619

Direct Forecasting with VAR Models

Dear colleagues, I have created an var2 model by following command: var var2.ls 1 2 a(-10) b(-10). With this model I want to forecast the 10th period in the future directly. But when I use the command "makemodel", an error message appears: " a is not a variable in the model in ":...
by Harvard
Thu Nov 20, 2008 6:11 am
Forum: Programming
Topic: Direct Forecasting
Replies: 4
Views: 8656

Re: Direct Forecasting

Dear colleagues,

it works.

Thanks again for the great idea.
Greetings from Germany
by Harvard
Wed Nov 19, 2008 11:27 pm
Forum: Programming
Topic: Direct Forecasting
Replies: 4
Views: 8656

Re: Direct Forecasting

Hello,

the idea "series x=y(5), ls x c x(-6) x(-7)" sounds great. I will try it and post if it works.

Thanks very much
by Harvard
Wed Nov 19, 2008 3:51 pm
Forum: Programming
Topic: Direct Forecasting
Replies: 4
Views: 8656

Direct Forecasting

Hello colleagues, i want to forecast a sample not by iteration, but direct. This means for example, that my AR model looks like this: y(5) c y(-1) y(-2), if the forecast horizon is 5. Because Eviews is not able to forecast it by the commands "fit" or "forecast", I have to program...

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