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- Thu Apr 11, 2013 11:29 am
- Forum: VARs (Vector Autoregression Models)
- Topic: VAR Forecast from Difference to Levels
- Replies: 18
- Views: 134358
Re: VAR Forecast from Difference to Levels
Hello everybody, I have exactly the same problem as the one rmvoller posted on december 28, 2012. I've tried thousands of times the solution gave by Tom Doan, unsuscessfully with any kind of message errors. My quaterly four variables of interest are VCREDITSEns, TxImmo, IndPrixAncien and RDB. I have...