How to calculate iterative forecasts using VAR(1) model

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Panty
Panty 2015 年 5 月 29 日
Hi all,
I am using a VAR(1) model to make some predictions. I have estimated my model with OLS, I have both estimates for the coefficients and the covarinace matrix. Could you please tell me how can I generate iterated forecasts for my dependent variables ??
Much appreciated

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