EViews.com

yes f1, f2 and f3 are series that go from time t-n to t-1. However, when I want to make my prediction with a VAR(2) model like the one posted above, I just need the values for f1, f2 and f3 at time t-1 and t-2 so that as a result I will get the prediction for t which will be a scalar number since it...

so how should I write if I want just the scalar numbers for f1(-1) f1(-2) f2(-1) f2(-2) f3(-1) f3(-2) to be put in the equation and thus have an output which is a scalar, but which then is put in a series where every row corresponds to the output scalar of the equation done in every loop??

but which value is it taking for the fs(-1) and fs(-2)?? cause the resulting series I get seems to be totally wrong... because actually what I want is basically that given smpl 1/01/2001 01/09/2001 what I need is that the f's(-1) ate the ones of the 01/09/2001 and the fs(-2) are the ones of the day ...

Perfect, that is right! However, I still have some problems with this program and don't understand how to solve it... In particular, if I write for !j =1 to 2065-175 smpl 1/01/2001+!j 01/09/2001 +!j var mvar.ls 1 2 f1 f2 f3 scalar kkz=mvar.@coefmat(4,1) scalar kkz2=mvar.@coefmat(5,1) scalar kkz3=mva...

Hi, I want to recursively estimate a VAR model on 3 variables and use in each loop the results to predict the one-day-ahead variables. my idea was the following for !j =1 to 50 smpl 1/01/2001 +!j 01/07/2001 +!j var mvar.ls 1 2 f1 f2 f3 series newf1 = mvar.@coefs(1,1)*f1(-1) + C(1,2)*f1(-2) + C(1,3)*...