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?
Forecasting in EViews 11
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13309
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Re: Forecasting in EViews 11
I actually did that. I saved as "VARFORECAST_F".
However, when I searched for "VARFORECAST_F" in the workfile, I could not find it.
However, when I searched for "VARFORECAST_F" in the workfile, I could not find it.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13309
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Forecasting in EViews 11
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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Re: Forecasting in EViews 11
Ah I see. It worked, thanks
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