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Forecasting with VAR

Forecasting with VAR. Sample . VAR Model. Estimated model: Top. Estimated model: bottom. Impulse Response functions. Impulse Response graphs. Impulse response graphs: other choleski. Proc/make model. Model. Model: Text. Assign Statements; then hit solve. Solve Window. Workfile Window.

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Forecasting with VAR

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  1. Forecasting with VAR

  2. Sample

  3. VAR Model

  4. Estimated model: Top

  5. Estimated model: bottom

  6. Impulse Response functions

  7. Impulse Response graphs

  8. Impulse response graphs: other choleski

  9. Proc/make model

  10. Model

  11. Model: Text

  12. Assign Statements; then hit solve

  13. Solve Window

  14. Workfile Window

  15. Forecast of dtcu: dtcu_0, 2011.05 -2011.12

  16. Gen dtcuf=ser01

  17. dtcu & dtcuf

  18. Dffr forecast: dffr_0

  19. Dffr & dffrf

  20. Recolor • Gen tcuf=tcu, smpl 2011.04 2011.04 • Gen tcuf=tcuf(-1) + dtcuf, smpl 2011.05 2011.12 • Gen ffrf=ffr, smpl 2011.04 2011.04 • Gen ffrf=ffrf(-1) + dffrf, smpl 2011.05 2011.12

  21. VAR forecast of Total industry capacity utilization for rest of 2011

  22. VAR Forecast of federal funds rate for the rest of 2011

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