EViews.com

Hi,

i have a doubt about the results of var forecast. I am doing the forecast from a var model in two different ways and expected to get the same result, but it did not. The first way i run a program as follow:

VAR VAR_1_AIC.LS 1 1 D_IPCA_LIVRE D_IPCA_ADM D_TCR_IPCA SELIC_REAL 'var model
VAR_1_AIC.MAKEMODEL(MOD1_AIC) 'make a mod from var
smpl {%data_inicio_proj} {%data_fim} 'set sample forecast
SOLVE(d=s) MOD1_AIC 'make forecast. D = dynamic solution S = static solution

The second way i got the forecast estimating the var from eviews comands as follow:

step 1: did the var
step 2: got the equation trough proc>make sistem>order by variable
step 3: quick>estimate equation (estimate the equation generated on step 2)
step 4: make the forecast from equation made on step 3

Both ways i did the dynamic forecast, but the results are different. Shouldn´t it be the same?

Tks.

You cannot estimate/forecast a VAR from an equation object, since equations only deal with single equation estimation, not multiple equation estimation.