VECM

For questions regarding programming in the EViews programming language.

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mirror
Posts: 9
Joined: Wed Jan 22, 2014 6:42 am

VECM

Postby mirror » Wed Jan 22, 2014 6:49 am

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Last edited by mirror on Mon Mar 17, 2014 9:35 am, edited 1 time in total.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VECM

Postby EViews Gareth » Wed Jan 22, 2014 8:53 am

You need to provide more details.
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mirror
Posts: 9
Joined: Wed Jan 22, 2014 6:42 am

Re: VECM

Postby mirror » Wed Jan 22, 2014 8:58 am

Well, what I want to do is the following: estimate the parameters for every step and store them in a huge matrix, so that I can build h-step-forecasts(h=1,6,12) using the estimates later on. Or is there a better(easier) way than creating this huge matrix for that task?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VECM

Postby EViews Gareth » Wed Jan 22, 2014 9:14 am

Which part of your program doesn't work?
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