Best way to do VAR forecast using econometrics toolbox?
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Hello world,
I was wondering if anybody in here uses economtrics toolbox to estimate a vector autoregression of order n and produce f-step-ahead forecasts.
There seems to be many tools to estimate and check for autoregression but relatively limited functions to forecast.
Any tips on that? I would really appreciate that.
Thanks, Kobe
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Answers (1)
Shashank Prasanna
on 8 Feb 2013
Is this something you were looking for:
Or if you had a specific question about its use, please provide some code on where you are getting stuck.
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