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Hi,

do you know if the numbers on the y-axis of the impulse response function are already specified as a percentage? For example Response of DLOGREALGDP to DLOGOP at period 2 is 0.0005% increase or 0.05% ( approximately).
Thanks

Hi,

do you know if the numbers on the y-axis of the impulse response function are already specified as a percentage? For example Response of DLOGREALGDP to DLOGOP at period 2 is 0.0005% increase or 0.05% ( approximately).
Thanks

Thank you so much!

Thank you for your answer. I'm still a little bit confused about it. So can I ask you to give me an example based one these impulse responses? Thanks

Hi, i'm estimating an unrestricted VAR and right now I went thought the impulse response function. I don't understand how to read the significance of the IRF. For example I don't understand on which basis from the IRF graph I can say that real GDP response to oil price shock is whether significant o...

Hi, I'm running an unrestricted VAR with lag length 1. When I test for heteroskedasticity of the residuals I'm failing to reject the null. Thus, I have a problem of heteroskedasticty. I was wondering if I can correct this problem with a similar test such as the HAC test. However, HAC it's not perfor...

Hi, I'm running an unrestricted VAR and I was running some tests in order to verify the direction of the causality on how variables influence each other. In the first place I've implemented a Granger causality test, but I have some doubts about the Granger causality test and the Wald test. I don't u...

Thank you I have fixed the problem as you suggested.

Thank you I have fixed the problem as you suggested

All my data are expressed as it follows 1985 Q1 to 2016 Q1. I've also checked the spreadsheet.

Hi, I am trying to estimate the optimal lag length in a VAR estimation. However, when I open the lag length window I don't understand how is expressed the estimation sample. I would like to input as estimation sample 1985q1 2016q1, the problem is that when I write those dates in the estimation sampl...

VAR Type:

unrestricted VAR
Vector Errror Correction
Bayesian VAR

Estimation sample :
1 125


Lag intervals for Endogenous:
1 2

Endogenous Variables:

Exogenous Variables:
c

Thank you.

Hi, I am trying to estimate the optimal lag length in a VAR estimation. However, when I open the lag length window I don't understand how is expressed the estimation sample. I would like to input as estimation sample 1985q1 2016q1, the problem is that when I write those dates in the estimation sampl...