Forecasting using ARDL vs Forecasting using VAR
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- เผยแพร่เมื่อ 19 พ.ย. 2024
- In this silenced tutorial, we demonstrated Forecasting using ARDL vs Forecasting using VAR to a PhD students in Macroeconomics. The objective was to compare forecasts from ARDL models and forecasts from VAR models.
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Hi thank you for your video.May I ask why ARDL cannot forecast the future,just can show the same period as the original sample period? Thank you
Why ARDL method shown from the video cannot forecast for the future?
Good morning my professor
Please, what is the exact formula of log of the likelihood "logl" for a VAR model?
Best,
Can we run a forecast with ardl panel?
Yes, in the same pattern as we do with VAR or ARIMA.
this is Eviews helps 😎
In fact I meet a problem with specification of sample and range
You need to extend the sample through PROC first.
Cool. But when I extend the sample through PROC. I will come back on the previous sample. Pff
Oh, then make sure you follow the correct steps and save the file with extended size and all estimates open. The resultant and extended sample should be visible when you open the data in Eviews spreadsheet.
Hi I met the same problem,have you solved your problem yet?Thank you .
@@aneccenterforeconometricsr3698 Hi, I got the same problem. I can't forcast with ARDL eventhough I already followed the steps here. Everytime I try to forecast, the box like at 00:36 won't appear. How can I solve this? Thank you.