Thanks for the previous reply.
I get the following error now: "EXTSER is not the same length as sample"
I need to get the forecasts for all 13 vars. Do I need to give anything in the impulse variable box.
Search found 7 matches
- Mon Oct 16, 2017 8:10 am
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 273216
- Fri Oct 13, 2017 7:34 am
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 273216
Re: Large Bayesian VAR
All my variables are stationary. I have created the "irw" vector. Now do I need to give all the variable names in the endogenous variables, since all the variables are included in the model. It gives me the same error "sizes do not match in matrix function". When I also include i...
- Thu Oct 12, 2017 1:38 pm
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 273216
Re: Large Bayesian VAR
I get the following error "Size do not match in matrix function". 9 variables are in log differences while one is in levels.
- Thu Oct 12, 2017 9:32 am
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 273216
Re: Large Bayesian VAR
I am using a 10 variable, with 5 lags model with quarterly data from 1980 onwards, All my variables enter in log-differences, so random walk prior is 0. Do I need to enter an array of 10 0's for all the 10 variables in the "Random walk prior box". Lambda is 0.15 and Tau is 1.5. Estimation ...
- Mon Sep 18, 2017 10:10 am
- Forum: Estimation
- Topic: Midas Intra-period forecast
- Replies: 1
- Views: 3083
Midas Intra-period forecast
Hi, I wanted to know if intra-period midas forecasting is implemented in Eviews, like explained in the paper by Armesto et al (2010). The relevant section is eqn 8 in that paper. I want to forecast a monthly series using a weekly series. Monthly series is available till July 2017 and weekly series t...
- Mon Sep 18, 2017 4:10 am
- Forum: Programming
- Topic: MIdas Intra-period forecast
- Replies: 0
- Views: 2248
MIdas Intra-period forecast
Hi, I wanted to know if intra-period midas forecasting is implemented in Eviews, like explained in the paper by Armesto et al (2010). The relevant section is eqn 8 in that paper. I want to forecast a monthly series using a weekly series. Monthly series is available till July 2017 and weekly series t...
- Fri Jul 03, 2015 7:43 am
- Forum: Econometric Discussions
- Topic: Method of Variable selection for VAR model
- Replies: 0
- Views: 2329
Method of Variable selection for VAR model
Hi, I need to build a weighted index, given some variables using the VAR (vector auto regression) approach. The weights of the variable are to be decided by a impulse response function. I need some approach on deciding what all variables to go in the model. I have a pre-selected bunch of variables(b...