Diagonal VECH forecast

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elias41
Posts: 25
Joined: Mon Jun 10, 2013 1:20 am

Diagonal VECH forecast

Postby elias41 » Wed Jun 12, 2013 8:47 am

Hi,

how is it possible to perform a diagonal VECH forecast?


Regards,
Elias
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elias41
Posts: 25
Joined: Mon Jun 10, 2013 1:20 am

Re: Diagonal VECH forecast

Postby elias41 » Fri Jun 21, 2013 5:56 am

As I did not receive any reply from the etsimation forum over the last 2 weeks or so I assume there is no built-in soultion. Please see link below for a workaround:

http://forums.eviews.com/viewtopic.php?f=5&t=8142
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