Out of sample forecast
Posted: Wed Aug 28, 2013 2:06 pm
by corona
I have estimated a VAR on a training dataset. Now, rather than an out-of-period estimate, I want to apply the estimated model/coefficients to an entirely different set of observations over the same smpl time frame. Is there a way to do this? (I have Eviews 8 64-bit Enterprise edition)
Re: Out of sample forecast
Posted: Wed Aug 28, 2013 2:15 pm
by EViews Gareth
Hard to say without more details.
Do the variables have the same name, but are located in a different workfile (or workfile page)? If so, it is easy, simply copy the VAR (or model) over to the other workfile (page)?
If the variables are in the same page with different names it is a bit more tricky and would involve a little programming.