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I think problem is that you are using the demo version.

Yes, it is possible. First you need to save the IRF. For instance: favar(factor=3,horizon=48,rep=1000,ci=0.9,save=1) 13 xdata xslow xir tcode yx_name @ ffr After the estimation you will need to calculate the unit IRF: matrix irf_scl=irfxmat201/irfxmat201(1,1) then scale it by parameter you want for ...

Yes. it is possible to estimate conditional forecast with the FAVAR add-in. You will need to install the Confcast add-in. after the estimation you should use the following command (for BBE example): First you will need to estimate the factor loading equation for selected variable (for example series...

If I were you I will never transform interest rate. If you really want the first difference transformation, I will try to include it.

if you have missing value, change the sample size.

there is an example program which replicates BBE (2005) ' BBE (2005) replicaton ' Figure 2 ' Table 1 %path = @runpath cd %path ' open the BBE data that is transformed to induce stationarity wfopen(type=txt) nsbalpanel.txt delim=space pagestruct(freq=m,start=1959) 'rename some variables for !i=1 to 9...

Did you read the instruction which is located in C:\Users\...\Documents\EViews Addins\FAVAR (Favar Package.pdf)?

I hope it will be released very soon.

Yes, I think that made the difference.

"ROT" means the rotated factors. In order to estimate the factors do the following steps: 1) estimate factors (C) using all variables except FFR (you did this step) 2) estimate slow moving factors (Fs) from the slow moving variables. 3) estimate the regression by OLS : C=b1*Fs + b2*FFR + e...

Use the confcast add-in.

I think you should change the sample size because you may have the missing values after the transformation of the variables. Next time you should ask question in the Add=in support section.

Yes, It actually do the cumulative IRFs when you transform the variable. For example, if you put the transformation code 4 or 5 it will accumulate the IRFs.

I will try.

Good idea. I will try to code it.