Multisep aheadVAR FORECAST
Posted: Sat Dec 17, 2016 4:24 am
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
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