Search found 1 match
- Tue Apr 01, 2025 9:00 pm
- Forum: Estimation
- Topic: BVAR forecast error bands width
- Replies: 1
- Views: 29276
BVAR forecast error bands width
Hi Gareth & team, I have been working on implementing a BVAR model - got the variables, estimated the model, got my settings and solved it. No issues and I got the variables for the forecasts and the forecast errors (suffixed _0m & _0s). The problem is, there are cases where the errors for a...