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Here is my model.

Hi all, I have a BVAR model for inflation forecasting. I would like to make some assumptions about the future paths of some variables (such as exchange rate, oil price, wages etc) and get the forecasts of inflation conditional on these values. Standard forecast tools of Eviews doesn’t help since dyn...

I wrote a simple program to carry out the cointegration test proposed by Pesaran et al. (2001) . I want to share it with all of you, I hope it will help. I have two variables which are named t1 and s1 and their 1st differences named dt1 and ds1, but you can modify the least squares equation to inclu...

Thank you Gareth, that introduction page is awesome. It is more helpful than a 500-page eviews programming book :)
I think, your 6th and 7th entries fully clear up my trouble :D

I also wonder how to do this. I have lots of estimated equation outputs, but I need to write Schwarz info values, LM autocorrelation test statistics for orders 1 to 12 and corresponding p-values of the statistics to table. Is there any way other than that add-in? Can we fetch some value given in an ...

Hi, I am currently trying to implement Pesaran-Shin-Smith coinegration procedure for 12 different couples of series (swap and bond yield series of 12 different tenors). PSS procedure is based on estimating an Unrestricted Error Correction Model of the form; d(Y) d(X) Y(-1) X(-1) d(Y(-1)) d(X(-1)) d(...