# Bvar forcast

**URL:** <https://forum.dynare.org/t/bvar-forcast/5636>\
**Category:** Dynare help (legacy posts)\
**Created:** [12 July 2016 09:25 UTC](https://forum.dynare.org/t/bvar-forcast/5636 "2016-07-12T09:25:45Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![zhongsum](https://forum.dynare.org/letter_avatar_proxy/v4/letter/z/e47c2d/32.png) [@zhongsum](https://forum.dynare.org/u/zhongsum)\
**Post date:** [12 July 2016 09:25 UTC](https://forum.dynare.org/t/bvar-forcast/5636/1 "2016-07-12T09:25:45Z")

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dear all,  
i just do a simple bvar forcast use bvar\_forecast

```auto
var data_c data_nri data_ri data_gdp data_nu data_m data_pi data_r data_q data_hv data_e data_ex data_im data_rstar;
varobs data_c data_nri data_ri data_gdp data_nu data_m data_pi data_r data_q data_hv data_e data_ex data_im data_rstar;

bvar_density(datafile = usdata_dif_all,presample=4,first_obs=1,nobs=128,bvar_prior_tau=10,bvar_prior_decay=1) 4;

bvar_forecast(forecast = 1) 4;

bvar_forecast(forecast = 2) 4;

bvar_forecast(forecast = 4) 4;

```

and i am wondering why it report the same RMSE for different forecast horizon .

thans!  
[bvar\_test.zip](https://forum.dynare.org/uploads/default/original/2X/8/8f9cbaec6f1c737033f9c05885c2de29da236a37.zip) (18 KB)

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<div class="post-metadata">

**Author:** ![zhongsum](https://forum.dynare.org/letter_avatar_proxy/v4/letter/z/e47c2d/32.png) [@zhongsum](https://forum.dynare.org/u/zhongsum)\
**Post date:** [12 July 2016 16:28 UTC](https://forum.dynare.org/t/bvar-forcast/5636/2 "2016-07-12T16:28:00Z")

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i have seen the code, the bvar\_forecast command,just run bvar use the sample from options\_.first\_obs to options\_.obs  
and the RMSE is not for out of sample forecast,right?  
hence, if i want to do out of sample forecast,just run bvar\_forcast recursively ?