Search found 3 matches
- Sun Dec 19, 2010 5:08 am
- Forum: Econometric Discussions
- Topic: A question on reducing dimension of VAR system
- Replies: 0
- Views: 1985
A question on reducing dimension of VAR system
Dear all, here I have many variables total in 12, let us name them as "v1, v2, ..., v12" all are integrated of order 1, and I want to analyze them through VAR/VEC framework. For this analysis I found that, I need to reduce the number of variables as I do not have enough number of times ser...
- Wed Dec 15, 2010 12:48 pm
- Forum: Estimation
- Topic: How to get Forecast for VEC/VAR model
- Replies: 3
- Views: 3679
Re: How to get Forecast for VEC/VAR model
Thanks for this information. From where can I download that? Would you please provide the link?
Thanks,
Thanks,
- Wed Dec 15, 2010 10:42 am
- Forum: Estimation
- Topic: How to get Forecast for VEC/VAR model
- Replies: 3
- Views: 3679
How to get Forecast for VEC/VAR model
Dear all, I am a new user of Eviews and currently working on the time series econometrics. Here I have estimated an appropriate VEC model with my data and would like to get the forecast for next 5 steps. However I am struggling on figure out how I can achieve that! :cry: Can somebody help me on how ...