Forecasting with VAR models has become increasingly popular in economics due to its ability to provide robust predictions of future economic trends. STATA offers one of the most comprehensive forecasting packages available, allowing users to produce forecasts with VAR model in a simple manner. Var models are the most popular method of making forecasts, as they can accurately account for variables in the data and produce reliable predictions.

This powerful package provides users with the DO file, complete slides with explanations, and, the dataset to generate VAR model forecasts with confidence bands. The package offers step-by-step instructions on how to set up a VAR model, making it easier than ever before for new users to get started quickly and confidently.