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- Thu Jan 26, 2012 3:39 pm
- Forum: Programming
- Topic: Statics forecast of different periods
- Replies: 1
- Views: 3262
Statics forecast of different periods
Hi, I want to create a programming in order to run statics forecasts from a VAR model, but the issue is that I have first to regress from period 1 to 100, then forecast from the period 101 to 102, and find the RMSE. After that, I have to regress again but from period 1 to 102, then forecast from per...