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st: Upper or Lower Bounds for VAR fcast with exogenous variable
From
Arya Eskamani <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Upper or Lower Bounds for VAR fcast with exogenous variable
Date
Mon, 8 Jul 2013 15:31:27 +0000
Hello and thank you in advance
I am attempting to run a Vector Autoregressive model using the -var- command. When I fit a model with an exogenous variable using the -exog()- option and attempting to use the -fcast compute- command afterwards, I am provided no Upper Bound, Lower Bound, or Standard Error estimates. Can someone explain how to get around this? An example of my code is below, thank you.
var y1 y2, lags(1/2) exog(x1)
fcast compute fore_
Arya Eskamani, M.S.
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