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n-step ahead static forecasting

Posted: Tue Sep 27, 2011 2:40 pm
by maralna
I have estimated an VAR and i want to perform n-step ahead static forecasting. As i see it, i can only do either 1-step ahead static, or a dynamic forecasting. Is there an easy solution to this?

thanks,
Maral

Re: n-step ahead static forecasting

Posted: Tue Sep 27, 2011 2:53 pm
by EViews Gareth
There's nothing built into to do it, you'll have to program it yourself.