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Vector Error Correction Model

Posted: Tue Sep 22, 2009 7:28 pm
by brennan6738
Does anyone know why I can't run a VEC forecast after I have made the model? (Even when a VAR works for the data?). The VEC has created new "difference" variables. Do I have to then go back and enter them as Exogenous variables?

Re: Vector Error Correction Model

Posted: Thu Sep 24, 2009 6:47 am
by fmramos
Inside the estimated equation, click on "proc" and "make model". It's the beggining. There are several options to choose after to forecast.