Forecasting from a VAR

[EViews Gareth]

Add-ins are not available in EViews 6.

[runawayyy]

So in which version of Eviews is it available ?

[joaopaulocaetano]

Good morning. About the process of estimation and projection of VAR models, I would get a clarification. When I'm working with monthly or quarterly series, which occurs in most of them there is seasonal processes. In that case, I wonder if when using some series to compose my VAR I need to model before running it, make the seasonal adjustment? And if so, what is the best fit option? It would be an ARIMA? I thank the attention.

[trubador]

Depends on the type of seasonality, but in practice researchers usually seasonally adjust the variables before putting them into a VAR model. You can use seasonal dummies as regressors in a VAR model, but then you may lose too many degrees-of-freedom. Census X12 and TRAMO-SEATS are the most common adjustment procedures used in practice. Both are available in EViews. Please see the Help files for details...