Search found 2 matches
- Tue Mar 26, 2013 2:47 am
- Forum: Models
- Topic: Forecasting with VAR
- Replies: 3
- Views: 9404
Re: Forecasting with VAR
I appreciate any help :)
- Mon Mar 25, 2013 2:49 pm
- Forum: Models
- Topic: Forecasting with VAR
- Replies: 3
- Views: 9404
Forecasting with VAR
I estimated a VAR model with 3 variables and 2 lags for the period 2000q1 to 2007q3. Now I need to forecast from 2007Q4 to 2012Q4, however I need to separate forecasts in that 2007 Q4 will be my current year forecast, forecasts of 2008Q1, Q2, Q3, and Q4 and summed up would be my year ahead and so on...