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
Search found 5 matches
- Mon Jan 05, 2009 6:19 pm
- Forum: Bug Reports
- Topic: Direct Forecasting with VAR Models
- Replies: 3
- Views: 10619
- 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 ":...
- 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
it works.
Thanks again for the great idea.
Greetings from Germany
- 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
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
- 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...
