In Eviews, I tried VAR out-of-sample dynamic forecast.

But after doing forecast process, there are all same data left.

For example, I used 1998q1~2008q4 GDP growth rate, exchange rate, etc...

to forecast 2009q1~2009q4 GDP growth rate

and there are 2.99 2.99 2.99 .... from 2000q1~2009q4. (only 1998q1~1999q4 data are not 2.99)

How can I fix this result to get correct forecasting data?

  • $\begingroup$ Additional detail is needed to help you with your problem. Sharing the EViews output and your data set could be helpful. $\endgroup$ – Richard Hardy Feb 22 at 14:39

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