Search found 311 matches

by dakila
Thu Jun 28, 2018 6:00 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 8
Views: 544

Re: LSunit add-in

There is no option to choose the information criteria. It uses t statistic to select lag length.
by dakila
Wed Jun 27, 2018 11:23 pm
Forum: Estimation
Topic: Historical decomposition for a SVAR
Replies: 4
Views: 1860

Re: Historical decomposition for a SVAR

Try to update your eviews. After that you will have the Output(optional) box. Look at the lower right corner of the dialog box.
by dakila
Sun Jun 24, 2018 1:51 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 9
Views: 1222

Re: One SE Bands on IRF

The add-in only allows one variable for the impulse variable box. So don't select multiple variables.
by dakila
Mon Jun 04, 2018 5:40 pm
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 6029

Re: Conditional VAR forecast

the first one is correct. the second one is wrong. It should be var1.confcast(fsamp="2018q2 2019q4",suf=_c, graph=1) "gdp gdp gdp gdp gdp gdp gdp cpi cpi cpi cpi cpi cpi cpi" "2018q2 2018q3 2018q4 2019q1 2019q2 2019q3 2019q4 2018q2 2018q3 2018q4 2019q1 2019q2 2019q3 2019q4&q...
by dakila
Sat May 26, 2018 3:46 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 10
Views: 2920

Re: Dynamic Model Averaging

y_t_ is the transformed dependent variable.
y_t_best is dynamic model selection forecast (best model forecast).
y_t_dma is dynamic model averaging forecast.
by dakila
Tue May 22, 2018 5:44 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 8
Views: 544

Re: LSunit add-in

The bug is fixed. Please update the add-in.
by dakila
Tue May 08, 2018 11:00 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 4
Views: 548

Re: Diebold-Yilmaz index

yes
by dakila
Tue May 01, 2018 7:03 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 4
Views: 548

Re: Diebold-Yilmaz index

The add-in is updated to include the option to save the pairwise spillovers.
by dakila
Wed Apr 25, 2018 4:32 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 4
Views: 548

Diebold-Yilmaz index

This thread is about the dyindex add-in that estimates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.
by dakila
Wed Apr 11, 2018 8:39 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 8396

Re: FAVAR add-in

Hi,
It now includes the first difference option (code=2).Please update the favar add-in.
Y axis is in standard deviation unit (0 mean, 1 variance) of untransformed variable.
by dakila
Wed Apr 11, 2018 7:59 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 8
Views: 544

Re: LSunit add-in

could you provide the data?
by dakila
Wed Apr 11, 2018 4:27 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 10
Views: 2920

Re: Dynamic Model Averaging

dma.pdf
(440.18 KiB) Downloaded 51 times
by dakila
Wed Apr 11, 2018 12:12 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 10
Views: 2920

Re: Dynamic Model Averaging

The instruction pdf file is located in C:\Users\...\Documents\EViews Addins\DMA\dma.pdf

code explanation
1 Level
2 First Difference
3 Second Difference
4 Log-Level
5 Log-First-Difference
6 Log-Second-Difference
by dakila
Mon Apr 02, 2018 12:51 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 24853

Re: Time varying SVAR

What is the version of Eviews you using?
by dakila
Mon Apr 02, 2018 5:01 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 24853

Re: Time varying SVAR

Yes, the add-in does not have an option to save the matrices.

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