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forecast

Posted: Fri Oct 07, 2016 12:38 am
by chuchopp
Problem in forecasting with static model

I have a problem in forecasting with my static model in the workfiles. I have estimated my model with the dataset from 2000m01 to 2015m08 and now I want to estimate the "virtual future" from 2000m01 to 2016m01 for one variable. When I try to do this I get only one point of forecast due to the adjustment of the sample (static and dynamic forecast as well). I can't understand why there is an adjustment because I don't have any missing data a

Am I making a mistake?
Can someone help me to find the way to get my forecast?

How to make 5-step ahead forecast
How can I make 5-steps ahead forecasts in arima models, var and vec?

Re: forecast

Posted: Fri Oct 07, 2016 5:18 am
by EViews Gareth
Hard to say what you're doing wrong without seeing what you're doing.

Re: forecast

Posted: Fri Oct 07, 2016 11:59 pm
by chuchopp
Hard to say what you're doing wrong without seeing what you're doing.
Im working on the time series econometrics. Here I have estimated an appropriate VEC model with my data and would like to get the forecast for next 5 steps. However I am struggling on figure out how I can achieve that!

Can somebody help me on how to get prediction in eviews? Is there any menu driven option to do that?

Thanks,