How to calculate iterative forecasts using VAR(1) model

2 visualizaciones (últimos 30 días)
Panty
Panty el 29 de Mayo de 2015
Hi all,
I am using a VAR(1) model to make some predictions. I have estimated my model with OLS, I have both estimates for the coefficients and the covarinace matrix. Could you please tell me how can I generate iterated forecasts for my dependent variables ??
Much appreciated

Iniciar sesión para responder a esta pregunta.

Respuestas (0)

Categorías

Más información sobre Model Predictive Control Toolbox en Help Center y File Exchange.

Etiquetas

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by