forecast

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

chuchopp
Posts: 2
Joined: Fri Oct 07, 2016 12:08 am

forecast

Postby chuchopp » Fri Oct 07, 2016 12:38 am

Problem in forecasting with static model

I have a problem in forecasting with my static model in the workfiles. I have estimated my model with the dataset from 2000m01 to 2015m08 and now I want to estimate the "virtual future" from 2000m01 to 2016m01 for one variable. When I try to do this I get only one point of forecast due to the adjustment of the sample (static and dynamic forecast as well). I can't understand why there is an adjustment because I don't have any missing data a

Am I making a mistake?
Can someone help me to find the way to get my forecast?

How to make 5-step ahead forecast
How can I make 5-steps ahead forecasts in arima models, var and vec?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13605
Joined: Tue Sep 16, 2008 5:38 pm

Re: forecast

Postby EViews Gareth » Fri Oct 07, 2016 5:18 am

Hard to say what you're doing wrong without seeing what you're doing.

chuchopp
Posts: 2
Joined: Fri Oct 07, 2016 12:08 am

Re: forecast

Postby chuchopp » Fri Oct 07, 2016 11:59 pm

Hard to say what you're doing wrong without seeing what you're doing.
Im 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!

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

Thanks,


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests