Eviews-multi-step forecasting
Posted: Mon Feb 18, 2013 2:41 am
Hi everybody,
I have a question about forecasting in Eviews, and will appreciate guidance so much. I am stuck. I want to forecast GDP with several leading indicators using VAR approach in Eviews. I want to do out-of-sample forecasting for multiple steps (1, 2, 3, 4, 10, 15, etc). After I estimate the VAR model, how do I do the multi-step forecasting in Eviews? Eviews has an automatic dynamic forecast button, but I dont exactly understand what it exactly does. How do I use Eviews to give me several forecasts at different steps ahead? If it is not automatic, does anybody have a code?
Thank you so much!!! I appreciate your help and attention in advance!
Selin
I have a question about forecasting in Eviews, and will appreciate guidance so much. I am stuck. I want to forecast GDP with several leading indicators using VAR approach in Eviews. I want to do out-of-sample forecasting for multiple steps (1, 2, 3, 4, 10, 15, etc). After I estimate the VAR model, how do I do the multi-step forecasting in Eviews? Eviews has an automatic dynamic forecast button, but I dont exactly understand what it exactly does. How do I use Eviews to give me several forecasts at different steps ahead? If it is not automatic, does anybody have a code?
Thank you so much!!! I appreciate your help and attention in advance!
Selin