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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

Would need to see the workfile

.

Did the workfile come through?

You can't forecast over the estimation sample - you need actual data for the pre-forecast period.

Right. Of course. Thank you very much. That works perfectly.
Nil