bootstrap forecast

[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

[moderator]

See Chapter 13 of the User's Guide.

Regards,
Tom Maycock

[luxu1983]

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?

[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.