EViews.com

Hello,
I am practicing on forecastign with Bayesian Mixed frequency VARS, using the kansas Fed file provided in the example. I estimated the model up to 2009Q and try to forecast, byt the Eviews crashes each time. Any clue?
thanks

What’s the build date of your copy of EViews? (Help->About EViews)

Version 11 Jun 23 2020 build (it still not working)

Could you provide the exact settings you are using?

I have tried to forecast using Bayesian VAR with the mixed frequency VAR. The forecast program crashes each time. I notice a previous user had the same problem, but I did not see a resolution response.

What is the version number and build date of your copy of EViews? (Help->About EViews)

Build date: 9/8/2020
EViews version: 11

Could you provide the workfile?

Mixed frequency VAR file is attached. I have tried to forecast with the Bayesian method without success. The EViews YouTube does not mention that the variables need to be stationary. I assume the variables must be stationary. Looking at the Qtr. tab, VAR01 is a U-MIDAS VAR with non stationary variables. VAR02 is a Bayesian VAR with non stationary variables. VAR03 is a Bayesian VAR with stationary variables.

Thank you!

Will be fixed next patch.

Thank you!
You folks are wizards. As mentioned to you in the past, EViews is like a Ferrari or jet plane, and I'm just a go-cart driver or biplane pilot trying to make the most of what you folks offer. I really appreciate your videos, keep them coming.

I am estimating a MFVAR with quarterly and monthly data and trying to produce nowcasts. Suppose I have quarterly data until Q2 and monthly data until August. If I understand the help file corretctly the forecast will not consider the monthy data available for Q3. Is there a way to use them?
Thanks

How do you want it to use it?

I'd like to use the monthly data to create a sort of coditional forecast for the quarterly series.
Thanks

You’ll have to provide more detail.

From a mathematical point of view, how do you want the model to use that August value?