Search found 3 matches
- Wed Aug 04, 2010 1:02 am
- Forum: Programming
- Topic: pseudo out of sample with VECM?
- Replies: 1
- Views: 3284
pseudo out of sample with VECM?
hi, I want to create a pseudo out of sample forecast with a VEC model. But I don't know, how I can save the forecasted values... Here is a try: 'set sample to modified range smpl 1994Q3 2010Q1 'define range of pseudo-out-of-sample forecasts (number of periods) for !horizon=1 to 20 'define sample for...
- Fri Jul 30, 2010 12:36 am
- Forum: Programming
- Topic: saving coefficient of VEC
- Replies: 2
- Views: 2935
Re: saving coefficient of VEC
okay,
with:
scalar Beta1=macro1.b(1,1)
scalar Beta2=macro1.b(1,2)
scalar Beta3=macro1.b(1,3)
scalar Alpha1=macro1.a(1,1)
scalar Alpha2=macro1.a(2,1)
I get the beta and the alpha coefficients, but I also need the coeffients from the VAR term.
Regards,
Martin
with:
scalar Beta1=macro1.b(1,1)
scalar Beta2=macro1.b(1,2)
scalar Beta3=macro1.b(1,3)
scalar Alpha1=macro1.a(1,1)
scalar Alpha2=macro1.a(2,1)
I get the beta and the alpha coefficients, but I also need the coeffients from the VAR term.
Regards,
Martin
- Thu Jul 29, 2010 11:19 pm
- Forum: Programming
- Topic: saving coefficient of VEC
- Replies: 2
- Views: 2935
saving coefficient of VEC
Hi to everyone, I'm searching for a solution of this problem. I want to estimate the following VECM var macro1.ec 1 1 ln_arg_chem ln_arg_ind up to here is everything okay, but now I want to transform the estimated coefficients into a Excel (.xls) file. Maybe it's good to sort the coefficients in a t...