BVAR Out-of-sample Forecasts

[statisticssara]

Hi There,

I need help generating an out-of-sample forecast for a BVAR framework. In the reference manual, I found the following should work for out of sample forecasts, however when i try to run this in my code it produces an error saying the SYSTEM definition is not complete?:


system(model=CAForecast_SA_data)
variables SalesSA MedianPrice HousingStartsSA UmemplSA CANonFarmEmplSA PerCapPersInc
lags 1 to 12
det constant
specify(tightness=.1,type=symmetric) 0.50
end(system)
system(model=CAForecast_SA_data)
estimate
forecast(model=CAForecast_SA_data, results=forecasts)* 1 12 2007:1

Any help would be much appreciated.

thank you,

sara

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