Hi, I am running the fcast add-in after structural VAR and getting an error message saying unable to compute due to missing data in "...(writes out the equation)....". My codes are:
for %y ir uk us
'' STRUCTURAL VAR
logmode hideprogline all
var {%y}_var.ls 1 4 g7rgdp_qch ushysp usrhpix_qch {%y}rgdp_d_qch {%y}rhpix_qch @ c
'Pattern matrix for short term restrictions
'Matrix A
matrix(5,5) pata
pata.fill(by=r) 1,0,0,0,0, na,1,0,0,0,na,na,1,0,0,na,na,na,1,0,na,na,na,na,1
'Matrix B
matrix(5,5) patb = 0
patb(1,1) = na
patb(2,2) = na
patb(3,3) = na
patb(4,4) = na
patb(5,5) = na
'Estimate Structural VAR
{%y}_var.svar(rtype=patsr,namea=pata,nameb=patb)
{%y}_var.fcast(g) _{%y}f _{%y}se
next
Can you please help? Thanks a lot.
Nil
fcast error message - Unable to compute due to missing data
Moderators: EViews Gareth, EViews Moderator, EViews Esther
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: fcast error message - Unable to compute due to missing d
Would need to see the workfile
Re: fcast error message - Unable to compute due to missing d
.
Last edited by nilsvo on Wed Mar 02, 2016 2:14 pm, edited 1 time in total.
Re: fcast error message - Unable to compute due to missing d
Did the workfile come through?
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: fcast error message - Unable to compute due to missing d
You can't forecast over the estimation sample - you need actual data for the pre-forecast period.
Re: fcast error message - Unable to compute due to missing d
Right. Of course. Thank you very much. That works perfectly.
Nil
Nil
Who is online
Users browsing this forum: No registered users and 2 guests
