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VECM
Posted: Wed Jan 22, 2014 6:49 am
by mirror
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Re: VECM
Posted: Wed Jan 22, 2014 8:53 am
by EViews Gareth
You need to provide more details.
Re: VECM
Posted: Wed Jan 22, 2014 8:58 am
by mirror
Well, what I want to do is the following: estimate the parameters for every step and store them in a huge matrix, so that I can build h-step-forecasts(h=1,6,12) using the estimates later on. Or is there a better(easier) way than creating this huge matrix for that task?
Re: VECM
Posted: Wed Jan 22, 2014 9:14 am
by EViews Gareth
Which part of your program doesn't work?