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CONDITION: RATS procedure to implement conditional forecasting

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Updated version of the conditional forecasting procedure that has been included with RATS for many years. This version allows more general linear constraints on the values of future endogenous variables and permits simulations of the restricted

Suggested Citation

  • Tom Doan, "undated". "CONDITION: RATS procedure to implement conditional forecasting," Statistical Software Components RTS00038, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00038
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/condition.src
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    More about this item

    Keywords

    Conditional forecasts; VAR; RATS;
    All these keywords.

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