Hi to everyone! I´ m working with quarterly data from 1960q1 to 2000q4. I´m estimating a VAR model with 9 lags and I need to perform 2 4 and 8 quarter ahead AR, VAR and Random Walk forecast.
I don´t know how to do it, can someone give me a hand?
the VAR model has the next structure
Inflation Unemploymentrate and Interest Rate
the forecast that I need perfrom is from 1985q1 to 2000q4.
thaaaanks
Multisep aheadVAR FORECAST
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pablotillan
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Multisep aheadVAR FORECAST
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