Simple questions on forecasting

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h0119147
Posts: 2
Joined: Wed Apr 20, 2011 9:58 pm

Simple questions on forecasting

Postby h0119147 » Wed Apr 20, 2011 10:23 pm

Hi All,

I am a newbie to eview 7 and would like to ask a question regarding forecasting.

I put variables A, B, C, D, E into VEC model.

Up to now, I have already got the 1) Normalized cointegration equation and 2) adjustment coefficients from the vector error correction models.

I would like to do a forecasting on the variable A to get the forecasted series of A from the VEC model, referred as A' and compares A' with the actual value of A. What is the correct procedure to do that?

Many thx!

Best Regards
Thomas

h0119147
Posts: 2
Joined: Wed Apr 20, 2011 9:58 pm

Re: Simple questions on forecasting

Postby h0119147 » Thu Apr 21, 2011 6:00 am

Hi All,

Can anyone help????

Thomas


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