BVAR questions
Posted: Sat Mar 24, 2012 2:38 am
Hi Gareth
Thank you for an excellent add-in. I am doing some loops of BVAR forecasting over different prior values and samples and encountered the following problems
1. The output window pop up each loop (kind of annoying) and my code halted because of too many popup windows. Is there a way to make it run silently?
2. bvar output objects were generated each round and named bvar, bvar1, bvar2... automatically. Is there a way to append/stack the outputs in 1 object?
3. Using Ko-Ko Minnesota prior, there is an option for h-step ahead forecast. I saw predictive means in the output. My guess is that they are the forecast values, right? Is it possible to extract them or assign a variable name for these values?
Thank you for an excellent add-in. I am doing some loops of BVAR forecasting over different prior values and samples and encountered the following problems
1. The output window pop up each loop (kind of annoying) and my code halted because of too many popup windows. Is there a way to make it run silently?
2. bvar output objects were generated each round and named bvar, bvar1, bvar2... automatically. Is there a way to append/stack the outputs in 1 object?
3. Using Ko-Ko Minnesota prior, there is an option for h-step ahead forecast. I saw predictive means in the output. My guess is that they are the forecast values, right? Is it possible to extract them or assign a variable name for these values?