Best way to do VAR forecast using econometrics toolbox?

Hello world,

I was wondering if anybody in here uses economtrics toolbox to estimate a vector autoregression of order n and produce f-step-ahead forecasts.

There seems to be many tools to estimate and check for autoregression but relatively limited functions to forecast.

Any tips on that? I would really appreciate that.

Thanks, Kobe

Answer 1

[Shashank Prasanna]

Is this something you were looking for:

http://www.mathworks.com/help/econ/vgxpred.html

Or if you had a specific question about its use, please provide some code on where you are getting stuck.