BVAR and RMSE

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BVAR and RMSE

Postby sashe86 » Tue Sep 11, 2012 10:49 am

Hi,

Apologies for this question, but I have searched throughout my file for the answer and cannot find it.

Could anyone tell me where are the results of the BVAR forecast and RMSE stored?

According to the bvar_a_la_sims document, it should be stored in oo .bvar.forecast but I'm not seeing this in my file, so I wonder am I doing it correctly?

Many thanks,
SAshe86
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Re: BVAR and RMSE

Postby jpfeifer » Mon Sep 17, 2012 2:57 pm

Could you please post the mod- and the datafile.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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