Forecasting in EViews 11

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joshi27s
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Joined: Thu Jun 04, 2020 8:49 am

Forecasting in EViews 11

Postby joshi27s » Wed Jun 24, 2020 10:25 am

Hi

Is there a way to procure forecast estimates of variables in a series? Right now, I was able to see the forecasts in graphs from a VAR model with endogenous variables, but would like them to be stored in a series as a dataset. How would we do that?

EViews Gareth
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Re: Forecasting in EViews 11

Postby EViews Gareth » Wed Jun 24, 2020 10:58 am

2020-06-24_110050.png
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joshi27s
Posts: 14
Joined: Thu Jun 04, 2020 8:49 am

Re: Forecasting in EViews 11

Postby joshi27s » Wed Jun 24, 2020 11:12 am

I actually did that. I saved as "VARFORECAST_F".
Screen Shot 2020-06-24 at 2.12.52 PM.png
Screen Shot 2020-06-24 at 2.12.52 PM.png (215.39 KiB) Viewed 16593 times




However, when I searched for "VARFORECAST_F" in the workfile, I could not find it.
Screen Shot 2020-06-24 at 2.12.26 PM.png
Screen Shot 2020-06-24 at 2.12.26 PM.png (254.78 KiB) Viewed 16593 times

EViews Gareth
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Posts: 13306
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Re: Forecasting in EViews 11

Postby EViews Gareth » Wed Jun 24, 2020 11:57 am

Note that it is a naming suffix. Since a VAR is a multivariate model, the forecast will produce multiple series objects. Those forecast series will be named with the underlying series name plus the suffix you provide.
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joshi27s
Posts: 14
Joined: Thu Jun 04, 2020 8:49 am

Re: Forecasting in EViews 11

Postby joshi27s » Wed Jun 24, 2020 4:19 pm

Ah I see. It worked, thanks


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