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.
Search found 302 matches
- Wed Apr 11, 2018 8:39 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 54
- Views: 7384
- Wed Apr 11, 2018 7:59 pm
- Forum: Add-in Support
- Topic: LSunit add-in
- Replies: 4
- Views: 235
Re: LSunit add-in
could you provide the data?
- Wed Apr 11, 2018 4:27 am
- Forum: Add-in Support
- Topic: Dynamic Model Averaging
- Replies: 7
- Views: 2337
- Wed Apr 11, 2018 12:12 am
- Forum: Add-in Support
- Topic: Dynamic Model Averaging
- Replies: 7
- Views: 2337
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
code explanation
1 Level
2 First Difference
3 Second Difference
4 Log-Level
5 Log-First-Difference
6 Log-Second-Difference
- Mon Apr 02, 2018 12:51 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 105
- Views: 22833
Re: Time varying SVAR
What is the version of Eviews you using?
- Mon Apr 02, 2018 5:01 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 105
- Views: 22833
Re: Time varying SVAR
Yes, the add-in does not have an option to save the matrices.
- Mon Apr 02, 2018 1:11 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 105
- Views: 22833
- Thu Mar 01, 2018 7:25 pm
- Forum: Add-in Support
- Topic: UCSVM
- Replies: 0
- Views: 223
- Mon Feb 19, 2018 11:38 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 117
- Views: 22078
Re: Threshold Structural VAR
The add-in computes average IRF for response variable, conditional on being in the upper or lower regime. The identification is recursive. So order of variables is matter.
- Sun Feb 18, 2018 3:36 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 54
- Views: 7384
Re: FAVAR add-in
see Killian (1998).
- Sun Feb 18, 2018 3:34 pm
- Forum: Add-in Support
- Topic: SVAR - SIRF Add-in
- Replies: 5
- Views: 1123
Re: SVAR - SIRF Add-in
What is the version you use?
- Thu Feb 15, 2018 12:23 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 54
- Views: 7384
Re: FAVAR add-in
Code: Select all
vardecx=lam.@t*varf*lam ' variance in x's due to monetary shock
vardecxtot=lam.@t*varftot*lam ' variance in x's due to all commom factors
vardecxcom=@ediv(@getmaindiagonal(vardecx), @getmaindiagonal(vardecxtot))
- Tue Feb 13, 2018 2:41 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 54
- Views: 7384
Re: FAVAR add-in
Sorry. I don't understand your question. How did you get favarb01 object?
- Mon Feb 12, 2018 6:50 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 54
- Views: 7384
Re: FAVAR add-in
No. All interpretations are in std. its does not matter whether the horizon is 48 or 60. The result is the same.
- Sun Feb 11, 2018 3:27 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 54
- Views: 7384
Re: FAVAR add-in
Hi Ben, am I right to suppose that your great add-in has this feature that it uses accumulated irfs for variables that are log-differentiated and otherwhise it uses the standard irfs? Yes, you are right. The units on the axes are standard deviation units or % units? standard deviation units because ...