Fitted and Forecast values
Posted: Wed Oct 28, 2009 6:35 am
I have a VAR model that I need to obtain both fitted and multistep forecast values for. I create a Model object from the VAR and have been trying:
smple fit_smple
mymodel.solveopts(d=s)
mymodel.solve
smple for_smple
mymodel.solveopts(d=d)
mymodel.solve
Unfortunately what seems to happen is that the series generated by the forecast solve overwrtite the series generated by my fitted value solve.
I suppose I can copy my fitted values to a new set of variable names and then recombine with the series generated by the forecast solve, but it seems like there should be an easier way to do this.
Any help will be greately appreciated!
smple fit_smple
mymodel.solveopts(d=s)
mymodel.solve
smple for_smple
mymodel.solveopts(d=d)
mymodel.solve
Unfortunately what seems to happen is that the series generated by the forecast solve overwrtite the series generated by my fitted value solve.
I suppose I can copy my fitted values to a new set of variable names and then recombine with the series generated by the forecast solve, but it seems like there should be an easier way to do this.
Any help will be greately appreciated!