EViews.com

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.

could you provide the data?

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

What is the version of Eviews you using?

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

This thread is about the ucsvm add-in that estimates stochastic volatility in mean model with time varying parameters.

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.

see Killian (1998).

What is the version you use?

Sorry. I don't understand your question. How did you get favarb01 object?

No. All interpretations are in std. its does not matter whether the horizon is 48 or 60. The result is the same.

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 ...