BVAR forecast Error "missing data"

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

bogmunds
Posts: 8
Joined: Tue Aug 30, 2011 4:13 pm

BVAR forecast Error "missing data"

Postby bogmunds » Thu Nov 04, 2021 8:16 pm

Hello, each time i try to use the forecast function in a BVAR (Eviews 11) i get the error "unable to compute due to missing data". There is no missing data in my dataset. Any suggestions?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: BVAR forecast Error "missing data"

Postby EViews Gareth » Thu Nov 04, 2021 10:11 pm

Could you provide the workfile?
Follow us on Twitter @IHSEViews

bogmunds
Posts: 8
Joined: Tue Aug 30, 2011 4:13 pm

Re: BVAR forecast Error "missing data"

Postby bogmunds » Fri Nov 05, 2021 7:29 am

Weird. I made a fresh workfile with the same data to attach and now it works. The only thing i did different was to cut off the dataset so there were no missing values (some of the data goes back to 2000, one series starts midway 2006).

bogmunds
Posts: 8
Joined: Tue Aug 30, 2011 4:13 pm

Re: BVAR forecast Error "missing data"

Postby bogmunds » Fri Nov 05, 2021 8:09 am

I am getting a "c already exists" error now when i try to forecast from a second estimated VAR.
Attachments
bvar stuff.wf1
(80.16 KiB) Downloaded 126 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: BVAR forecast Error "missing data"

Postby EViews Gareth » Fri Nov 05, 2021 8:41 am

Seems to work for me. What's the build date of your copy of EViews 11? (Help->About EViews)
Follow us on Twitter @IHSEViews

bogmunds
Posts: 8
Joined: Tue Aug 30, 2011 4:13 pm

Re: BVAR forecast Error "missing data"

Postby bogmunds » Fri Nov 05, 2021 9:22 am

enterprise edition, June 9, 2021

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: BVAR forecast Error "missing data"

Postby EViews Gareth » Fri Nov 05, 2021 9:42 am

Could you describe exactly what you do that produces the error (starting with opening the workfile you posted).
Follow us on Twitter @IHSEViews

bogmunds
Posts: 8
Joined: Tue Aug 30, 2011 4:13 pm

Re: BVAR forecast Error "missing data"

Postby bogmunds » Fri Nov 05, 2021 9:57 am

So, now if i download the file I attached, it works. But it does not work in the original file i uploaded (if that makes sense). I feel like the guy with the singing frog in the old warner bros cartoon.

bogmunds
Posts: 8
Joined: Tue Aug 30, 2011 4:13 pm

Re: BVAR forecast Error "missing data"

Postby bogmunds » Fri Nov 05, 2021 9:59 am

the issue might be the fan charts. It works fine unless I select fan charts as an output


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 24 guests