forecasting from VAR with jagged edge
Posted: Thu Feb 12, 2015 12:45 pm
I have three monthly variables that are released with various lags -- one is available up through the current month, one is available up through the previous month and the third is available through two months back. I estimated a BVAR and want to forecast for the period covered by the partially available data -- but I want to use the actual data where it is available and forecast the values where ther actuals are not available. Will Eviews do this sort of forecast?