Dynamic forecast
Posted: Tue Dec 09, 2008 3:22 pm
I have a question concerning the forecast options in Eviews. After estimating a VEC-model I want to make the following forecasts: 1) For the forecast period I want to use ex ante values for only one of the variables in the system (the endogenous variable) and ex post values for the rest (exogenous) and 2) ex ante values for all variables. According to the Eviews Help Topics, dynamic forecasting should solve 1). When I solve the model by using the dynamic solution I expected to see the ex post values in the forecast series for the variables except the one where the ex ante values are used. But that is not the case for the forecast period. How can that be ? Is there any alternative ?
Regards Niels
Regards Niels