Dear Professors,
Please, I need you to put me through on two things.
First, how can I save a correction matrix using hansl syntax.
Secondly, I want to perform a forecasting after estimating through maximum likelihood. For example, as shown below,
mle ll = "likelihood function"
series e = GDPrate - constant
params constant
end mle
If I want to perform the dynamic forecast or one step ahead forecast, what is the additional syntax needed.
I hope to receive your response soon.
Regards
Timmy John