Search found 12 matches
- Wed Aug 31, 2022 3:38 am
- Forum: Estimation
- Topic: What is the meaning of total stochastic in historical decomposition?
- Replies: 2
- Views: 4451
Re: What is the meaning of total stochastic in historical decomposition?
Hello, did you have an answer to your question?
- Wed Aug 31, 2022 3:12 am
- Forum: Estimation
- Topic: Historical Decomposition Output
- Replies: 3
- Views: 3052
Re: Historical Decomposition Output
Dear Gareth,
I use eviews 10 and i believe there isn't any field to enter series output. I actually cannot retrieve the data from the HD graphs. How can i do that?
Regards
I use eviews 10 and i believe there isn't any field to enter series output. I actually cannot retrieve the data from the HD graphs. How can i do that?
Regards
- Tue Dec 15, 2020 5:47 am
- Forum: Add-in Support
- Topic: Scaled impulse responses
- Replies: 8
- Views: 25189
Re: Scaled impulse responses
Dear all, did you find your answer to the 1% shock? i am looking for it as well
- Fri Oct 28, 2016 1:48 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
The impulse variable is the variable that will affect all the other endogenous variables including itself, you can specify more than one impulse variable and see the impulses responses fonctions of the other endogenous variables as in the other Var model. If you need tips just message me i can help ...
- Fri Sep 23, 2016 5:43 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
Hello Davaa,
I constantly have the "size don't match matrix function" error, what does it mean and how do i fix this issue?
Best regards
I constantly have the "size don't match matrix function" error, what does it mean and how do i fix this issue?
Best regards
- Mon Sep 19, 2016 11:05 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
Thank you davaa. Actually i was already running the program using the Line of command. I am using à virtual computer with Intel core i5 and 16 giga of ram, but i think that using windows as à virtual machine maybe limits its capabilities. I'll try on different computer to see if that changes sometin...
- Mon Sep 19, 2016 1:52 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
Hello Davaa I managed to get results, but i have one last question, What is the maximum endogenous variables you can use with your program, i have out of memory and sometimes near singular matrix errors when i put more than 4 endogenous variables in the program. Also the date selection vector cannot...
- Fri Sep 16, 2016 5:08 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
I forgot to specify something, The forex and reserves are basically the same variables so you should include just one of them in your specification. Thank you davaa. edit: I also transformed the data into growth rate but i get the same error (near singular matrix) EDIT 2: I managed to launch the pro...
- Thu Sep 15, 2016 3:55 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
Hello Davaa, I have some problems with my data, i mainly use stationary variables and your program returns a near singular matrix error, i also tried using data in level (and transformed in logarithm), reducing the number of endogenous variables, changing the range but the problem remain the same. P...
- Mon Sep 05, 2016 2:56 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
Hello Davaa,
I used the data someone post earlier (the primisceri data) to understand the steps on applying the TVPVAR but i have some questions, is it possible to obtain the FEVD (variance decomposition)? it seems that your program doesn't return it.
Best regards
I used the data someone post earlier (the primisceri data) to understand the steps on applying the TVPVAR but i have some questions, is it possible to obtain the FEVD (variance decomposition)? it seems that your program doesn't return it.
Best regards
- Thu Apr 07, 2016 4:07 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 102328
Re: Sign Restricted VAR
my question may be obvious os stupid but where can you find the instructions for this add ins?
Than you very much
Than you very much
- Wed Mar 30, 2016 8:01 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396239
Re: Time varying SVAR
hello everyone,
I tried the TVSVAR Add in with my data in first-differences and it return a near singular matrix. Do you know how to fix this issue?
Does anyone have informations on preliminary analysis before using the time varying SVAR?
Thank you
I tried the TVSVAR Add in with my data in first-differences and it return a near singular matrix. Do you know how to fix this issue?
Does anyone have informations on preliminary analysis before using the time varying SVAR?
Thank you