n-step ahead static forecasting

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maralna
Posts: 1
Joined: Tue Sep 27, 2011 2:37 pm

n-step ahead static forecasting

Postby maralna » Tue Sep 27, 2011 2:40 pm

I have estimated an VAR and i want to perform n-step ahead static forecasting. As i see it, i can only do either 1-step ahead static, or a dynamic forecasting. Is there an easy solution to this?

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

Re: n-step ahead static forecasting

Postby EViews Gareth » Tue Sep 27, 2011 2:53 pm

There's nothing built into to do it, you'll have to program it yourself.
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