Out of sample forecast

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corona
Posts: 4
Joined: Tue Aug 27, 2013 1:05 pm

Out of sample forecast

Postby corona » Wed Aug 28, 2013 2:06 pm

I have estimated a VAR on a training dataset. Now, rather than an out-of-period estimate, I want to apply the estimated model/coefficients to an entirely different set of observations over the same smpl time frame. Is there a way to do this? (I have Eviews 8 64-bit Enterprise edition)

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

Re: Out of sample forecast

Postby EViews Gareth » Wed Aug 28, 2013 2:15 pm

Hard to say without more details.

Do the variables have the same name, but are located in a different workfile (or workfile page)? If so, it is easy, simply copy the VAR (or model) over to the other workfile (page)?


If the variables are in the same page with different names it is a bit more tricky and would involve a little programming.


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