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The best solution might be to only estimate the VAR models I need, however they are generated through a loop that combines all possible combinations of the variables. I think that it is not straitforward to estimate non-duplicated VAR models. I believe it is easier if I use computational brute force...

Dear all, I estimated several VAR models with all possible combinations of variables in my database. However the VAR gdp_inf_unem equals the VAR gdp_unem_inf; the VAR gdp_gfcf_unem_inf equals the VAR gdp_unem_inf_gfcf and the VAR gdp_inf_unem_gfcf and so on. Do you know how can I delete duplicated V...

Thank you very much Gareth!
It works just very well.
Perfect!

In my framework the VAR names are not irrelevant since they identify the respective forecast! If I have a VAR with gdp, unem, tbill with 2 lags i want to call the gdp forecasts: gdp2_unem_tbill. If I have a VAR with gdp, unem, gfcf with 2 lags i want to call the gdp forecasts: gdp2_unem_gfcf. If I h...

More precisely, this is the list of the VAR models: VAR3_1_CEMP_DCP VAR3_1_CEMP_EURUSD VAR3_1_CEMP_GF VAR3_1_CEMP_IPC VAR3_1_CEMP_LTI VAR3_1_CEMP_STI VAR3_1_CEMP_T3 VAR3_1_CEMP_UN VAR3_1_CEUR_CEMP VAR3_1_CEUR_CPR VAR3_1_CEUR_CPT VAR3_1_CEUR_CPU VAR3_1_CEUR_DCP VAR3_1_CEUR_EURUSD VAR3_1_CEUR_GF VAR3_...

Sorry Gareth, but how can I do that in my framework? My interest is to forecast one series ({%dependent}). I have thousands of different VAR models, the series names identify the VAR since there is not any characters lenght limit. Since the suffix names for the respective forecasts are limited to th...

Right. Thank you Gareth. But how should I rename the forecast series? However, the VAR are built as follows: for !j=1 to 4 for %i {vars} var var2_{!j}_{%i}.ls 1 {!j} {%dependent} {%i} next next How can I conduct the forecasts in this way? I mean, the VAR don't have an numerical order, they distingui...

So I can not forecast more than 999 different series in the same workfile? What is the best way to rename the 2000 VAR models (perhaps in several workfiles) in this way: "v1; v2; ... v2000"? I created a string with all the models: string models=@lookup("var*", "var") Th...

Dear all, Is there a way to change the lenght of VAR forecast name suffix? I am performing a lots of VAR forecasts (more than 2000) and need to identify the forecast associated with each combination of variables. Each VAR name represents both the lag lenght and the endogenous variables, for instance...

Dear xprimexinverse,
Thank you very much!
It did works!
Bruno.

Hello, I want to apply certain procedures to all variables in my data set. So I want to loop over all variables in my dataset. How should I build the loop? How can I evoque all variables? One possible way is to store all variable names into a string using "names=@wlookup("*","ser...

Hi all, EViews 9 allows us to estimate BVAR and (classical) VEC models. Bayesian VAR models generally overperform VAR models (and SVAR as well) in terms of forecasting I have a system of cointegrated variables, I estimated a BVAR model and I want to estimate a BVEC model to compare the respective fo...

Thank you Gareth. It did works.

How can I put a replacement variable inside another one? I am getting successive errors. As an psudo-example I am trying a nonsense OLS regression, just for illustration. For instance, I want to define: %g="gdp" %endogenous=" {%g} gfcf unem" With this formulation I get the error:...

So do you have any tip or trick, for instance an alternative way or procedure, to help me solve the aforementioned issue?
It is possible to put it into practice throughout EViews 9?
Thank you.