Conditional VAR forecast

[dakila]

This thread is about the confcast add-in that performs a conditional VAR forecast.

[Andrew25]

There seems to be some problems with the link - when I click to download comfcast add-in, I get redirected to the Eviews frontpage. Also tried to download from the built-in add-in manager and still get error message.

[EViews Gareth]

Try now.

[dakila]

Hi Andrew,

How did it go?

[cyp74]

I couldn't install it. It says the installer is missing.

[dakila]

What is your Eviews version?

[cyp74]

9.5

[dakila]

You are right. Gareth, could you check this add-in?
However you can manually install it. Just go confcast directory and open "confcast install.prg"

[EViews Gareth]

Try now.

(the .toc file was incorrect).

[cyp74]

All good, thanks

[xprimexinverse]

Hi,

I would like to know more details about the method used in the add-in. The program file is encrypted and the documentation, while citing two papers, is not very clear and quite short. Could additional information please be provided; for example, in terms of extended technical documentation or, better yet, open code?

And, many thanks for what should prove to be a very useful add-in! Top job.

Cheers,
Graeme

[dakila]

Thanks for your comment, Graeme. I attached the technical appendix. If time permits I will post the detailed explanation on the blog.

[paolo.zanghieri]

Hello,
I have two problems with the add in:
1) I first tried to use it via the menu and, even though I constrain just one variable for one quarter I get an error message saying that "Matrix-Vector index is out of range" moreover, I get the forecast charts even though I did not ask for them
2) I try to use the command line, but apparently it is not possible to locate the .prg file

I have the 9.5 version Mar 2 2017 build. Any clue?
thanks

[dakila]

I have no idea. Could you post the file?

[paolo.zanghieri]

Sure,
here it is.
Thanks a lot