How to get Forecast for VEC/VAR model

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megh700004
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Joined: Wed Dec 15, 2010 10:27 am

How to get Forecast for VEC/VAR model

Postby megh700004 » Wed Dec 15, 2010 10:42 am

Dear all, I am a new user of Eviews and currently working on the time series econometrics. Here I have estimated an appropriate VEC model with my data and would like to get the forecast for next 5 steps. However I am struggling on figure out how I can achieve that! :cry:

Can somebody help me on how to get prediction in eviews? Is there any menu driven option to do that?

Thanks,
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EViews Gareth
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How to get Forecast for VEC/VAR model

Postby EViews Gareth » Wed Dec 15, 2010 12:27 pm

The easiest thing to do would be to download the VAR Forecast add-in available from our webpage.
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megh700004
Posts: 3
Joined: Wed Dec 15, 2010 10:27 am

Re: How to get Forecast for VEC/VAR model

Postby megh700004 » Wed Dec 15, 2010 12:48 pm

Thanks for this information. From where can I download that? Would you please provide the link?

Thanks,
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

How to get Forecast for VEC/VAR model

Postby EViews Gareth » Wed Dec 15, 2010 2:01 pm

http://eviews.com/Addins/addins.shtml
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