TROLL - Impression.be

In FORECASTMOD
Single linear equation:
• Ordinary Least Square,
variables decomposition
are available,
• VAR, VECM using Johansen
cointegration algorithm, is
programmed in such interface,
• As a side effect tests are
available in the flow of the
computation, such as normality,
heteroskedasticity,
autocorrelation, etc, as well
as recursive regressions
for the coefficient stability
analysis.
FORECASTMOD is also providing
all results in MS-EXCEL
with tables and graphs.
SofTwaRe/oVeRView
FORECASTMOD is userfriendly interface making the most of the regression tasks accessible as
well from a menu-drive system and as MACRO with full automation of exercises.
Simulation and forecasting
Definitively the state of the art
Flexibility of use:
DATA
input
DATA
output
Result in
spreadsheet
• No limit to the number of equations,
• Many combinations to control input
data to the simulation and to involve
shocks,
• Integration with the rest of TROLL, i.e.
availability of all data transformation
functions by keeping simulation information
in memory
• Tools for immediate comparisons of
results
Control
consistencies
Run the
process
TUI manager
(keep version and consistency)
[ Figure 4: The FORECASTMOD principles ]
Process selection
DATA pretransformation
ACCESS/SEARCH
manager
Definition of
sepcifications
Calibrating a model? Immediate! Just insert
residual variables wherever you want, in the
form you want, with the names you like. Solve
the model as you run the normal dynamic version
on the residuals: output will be saved in
databases like any other simulation and all
comparison, reporting tools will be available
for them.
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