Saving forecast from var
Posted: Tue Aug 07, 2012 8:43 am
Hi,
i am trying to save multiplus forecast results from var in to a group but i do not know how. I am doing the following steps:
1 - estimate var models
2 - make model
3 - solve the model
the next step would be to salve the forecasts results in to a group called "forecast". The problem is to change the name of the series forecast of each var in order to save all the resoults. The way i am doing, its overwright the results of each var.
By now, i got the following code:
VAR VAR_2_AIC.LS 1 4 D_IPCA_LIVRE D_IPCA_ADM D_TCR_IPCA SELIC_REAL D_PROD_IND D_M1 'set var model
VAR_2_AIC.MAKEMODEL(MOD2_AIC) 'make the model from var
smpl {%data_inicio_proj} {%data_fim} 'set forecast period
SOLVE MOD2_AIC 'make the forecast
VAR VAR_2_SIC.LS 1 1 D_IPCA_LIVRE D_IPCA_ADM D_TCR_IPCA SELIC_REAL D_PROD_IND D_M1
VAR_2_AIC.MAKEMODEL(MOD2_SIC)
smpl {%data_inicio_proj} {%data_fim} 'determina o período para a projeção
SOLVE MOD2_SIC
group forecast
forecast.add d_ipca_adm_0
forecast.add d_ipca_livre_0
forecast.add d_ipca_adm_0
Tks.
i am trying to save multiplus forecast results from var in to a group but i do not know how. I am doing the following steps:
1 - estimate var models
2 - make model
3 - solve the model
the next step would be to salve the forecasts results in to a group called "forecast". The problem is to change the name of the series forecast of each var in order to save all the resoults. The way i am doing, its overwright the results of each var.
By now, i got the following code:
VAR VAR_2_AIC.LS 1 4 D_IPCA_LIVRE D_IPCA_ADM D_TCR_IPCA SELIC_REAL D_PROD_IND D_M1 'set var model
VAR_2_AIC.MAKEMODEL(MOD2_AIC) 'make the model from var
smpl {%data_inicio_proj} {%data_fim} 'set forecast period
SOLVE MOD2_AIC 'make the forecast
VAR VAR_2_SIC.LS 1 1 D_IPCA_LIVRE D_IPCA_ADM D_TCR_IPCA SELIC_REAL D_PROD_IND D_M1
VAR_2_AIC.MAKEMODEL(MOD2_SIC)
smpl {%data_inicio_proj} {%data_fim} 'determina o período para a projeção
SOLVE MOD2_SIC
group forecast
forecast.add d_ipca_adm_0
forecast.add d_ipca_livre_0
forecast.add d_ipca_adm_0
Tks.