Standard error of system forecast

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blackettle
Posts: 1
Joined: Mon Jul 30, 2012 12:29 pm

Standard error of system forecast

Postby blackettle » Mon Jul 30, 2012 12:37 pm

Is there an easy way to get the standard error for forecasts from a system of equations, that includes coefficient uncertainty?

I know you have to use the model solve method to forecast a system of equations, but it does not seem to provide standard errors for deterministic simulation types.

I am using version 7.2.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Standard error of system forecast

Postby EViews Gareth » Mon Jul 30, 2012 12:43 pm

You can get them via simulation by changing the solution type to stochastic. Then on the Stochastic Options tab you can choose to include coefficient uncertainty.


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