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bootstrap forecast
Posted: Fri Oct 23, 2009 7:55 am
by luxu1983
dear
how to do bootstrap forecast
if my model is VAR model
system(model=var)
vars lx ly
lags 1
dett constant
end(system)
many thanks
Re: bootstrap forecast
Posted: Fri Oct 23, 2009 9:15 am
by moderator
See Chapter 13 of the User's Guide.
Regards,
Tom Maycock
Re: bootstrap forecast
Posted: Tue Jan 19, 2010 7:54 pm
by luxu1983
moderator wrote:See Chapter 13 of the User's Guide.
Regards,
Tom Maycock
dear tom
i find it hard to do it
may you give me example?
Re: bootstrap forecast
Posted: Tue Jan 19, 2010 8:24 pm
by TomDoan
There's an example included in:
http://www.estima.com/procs_perl/700/simszhaecm1999.zip
Note that this can be found using the examples and procedures browser. Just pick "Bootstrapping" for the subject.