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I am trying to estimate a VECM on three monthly variables LOG(X), LOG(Y), LOG(Z). The default error correction representation in EViews would be in first log differences: D(LOG(X)) = A(1,1)*(B(1,1)*LOG(X(-1)) + B(1,2)*LOG(Y(-1)) + B(1,3)*LOG(Z(-1)) + B(1,4)) + C(1,1)*D(LOG(X(-1))) + C(1,2)*D(LOG(X(-...

Yohan, I encountered this problem in a single equation setting. What needs to be done is to store the forecast in a temporary series first and then retrieve the forecast in the period of interest. Parts of the code that I essentially followed is in this thread . Now, I'm also encountering the same p...

Gareth, Can you verify whether the following lines will generate the 6-step ahead solutions for the model? ' move sample 6 steps ahead (6month forecast) for !i = 1 to !length step 6 smpl 2005:02+!i 2005:02+6+!i ' solve model model.solve "Scenario 1" series tmp_y=y series tmp_p=p series tmp...

The model solutions will go into a set of variables associated with your solution scenario. Just copy from all of them in the same way that you copied from the single series. Sorry I can't quite figure out how to create a temporary series for each of the variables in the solution. For example, if t...

Suppose I have a simultaneous equation model with gdp, inflation, unemployment, interest rate as dependent variables. Since the code for the n-step ahead forecast is only for a single equation, is there a way to modify the code for a simultaneous equation system? Could I just run code below? I think...

EViews Glenn, thanks for this. Is there a way to extend this code for my 4-equation model?

I found this post through Google: I’ve managed to put together a code but I’m not sure if the outcome is a dynamic 6 step ahead out of sample forecast. It looks more like 1 step forecast with a rolling window of 6. First, eq1 was estimated for in-sample period (until 2005:02) and afterwards: ' Sampl...

I need to compute for the n-step ahead static forecasts from a one equation and a multiple equation model. I know that Static calculates a sequence of one-step ahead forecasts from the models. Is there a command that would calculate a sequence of n-step ahead forecasts. I need to do this for 2 to 12...