Search found 23 matches

by adrangi
Sat May 26, 2018 1:26 pm
Forum: General Information and Tips and Tricks
Topic: capturing command for later use as a program
Replies: 3
Views: 181

Re: capturing command for later use as a program

Hi. Just figured it out from Help. Thanks. BA
by adrangi
Sat May 26, 2018 10:59 am
Forum: General Information and Tips and Tricks
Topic: capturing command for later use as a program
Replies: 3
Views: 181

capturing command for later use as a program

Hi all. I haven't saved my captured commands for use later. I'm trying to do that. However, I am not able to save them as Eviews program and use "run" to run them later. I can save them as text. But that doesn't run using "run" command and has to be done line by line. I'd like to...
by adrangi
Sun Feb 25, 2018 10:57 am
Forum: Econometric Discussions
Topic: Multipliers with log-data in first differences
Replies: 2
Views: 1013

Re: Multipliers with log-data in first differences

Hi. I see the thread below. I am trying to compute the following for the SVAR and the VECM that I have estimated: 1. Multipliers 2. Elasticities, for instance the elasticity of real GDP to shocks to tax cuts or real government expenditures. I thought multipliers are coefficients that enter the impul...
by adrangi
Sun Feb 18, 2018 12:44 am
Forum: Programming
Topic: VECM and structural factorization option for variance decomposition
Replies: 0
Views: 250

VECM and structural factorization option for variance decomposition

Hi. I created a matrix of shocks. Used it for SVAR and also Vecm impulse responses. I used the "structural decomposition" for the SVAR variance decomposition and seems to call my matrix of shocks. However, when I tried to do variance decomposition in VECM using "structural Decompositi...
by adrangi
Tue Sep 05, 2017 8:36 pm
Forum: Programming
Topic: BVAR (litterman) Specifying different priors to different variables
Replies: 2
Views: 588

BVAR estimation

Hi. I have four variables and about 550 monthly observations. All variables are nonstationary. Sims recommends running BVAR if variables are nonstationary, so I tried. I got the error message "singular matrix" so I assume some determinants disappeared and I got no estimates or IRFs. I used...
by adrangi
Tue Sep 05, 2017 10:57 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2925

Re: Large Bayesian VAR

Hi . Sorry, my search landed me here so I thought covers both. I've installed LBVAR. Will try both. Thanks. BA
by adrangi
Mon Sep 04, 2017 6:53 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2925

Bayesian VAR

Hi. I installed the Add-in BVAR. I tried to run it for 4 variables, 6 lags. Nothing happened. Any ideas? Thanks. BA
by adrangi
Fri Jul 28, 2017 11:26 pm
Forum: Programming
Topic: negative shocks to impulse response function
Replies: 14
Views: 8272

Re: negative shocks to impulse response function

HI. I figured it out. However, I don't think (by=c or r) works. There are other ways of doing this as I found out from online Help. Thanks. BA
by adrangi
Fri Jul 28, 2017 12:30 pm
Forum: Programming
Topic: negative shocks to impulse response function
Replies: 14
Views: 8272

Re: negative shocks to impulse response function

Hi. I'm trying to also get the impulses to a negative shock. I know IRFs should be reversed however, for paper presentation purposes I'd like to present IRFs for negative shocks. Eviews Help and also on this thread I saw the commands. When I enter the command, I get an error message. It doesn't reco...
by adrangi
Thu Mar 02, 2017 8:39 pm
Forum: Any Other Business
Topic: converting script to eviews programs to run later
Replies: 2
Views: 1468

Re: converting script to eviews programs to run later

Thanks much. Will give it a try. Best, BA
by adrangi
Wed Mar 01, 2017 11:06 am
Forum: Any Other Business
Topic: converting script to eviews programs to run later
Replies: 2
Views: 1468

converting script to eviews programs to run later

Hi. I'm using version 9.5. As a test I've captured my commands using command capture. Saved it as a text file. Trying to see if I can save my script and run it like a program anytime. Two issues: 1. when I pasted it to the command panel and tried to run them, nothing ran. For instance didn't recogni...
by adrangi
Fri Feb 17, 2017 4:37 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25797

Re: Time varying SVAR

Hi. I'm using TVSVAR. I'd like o know which paper(s) are the basis for the TVSVAR program in Eviews. More specifically, I assume the following: 1. both the coefficient and variance covariance of the shocks are time variant. 2. Some type of restrictions are imposed on the reduced form estimated param...
by adrangi
Thu Feb 16, 2017 10:05 am
Forum: Estimation
Topic: SSE,SSR,MSE,MSR
Replies: 12
Views: 10317

Re: SSE,SSR,MSE,MSR

I think you're asking for SSR (sum of squared of explained variation) and SST sum of squared of the total variation. Normally Excel will simply show the three in the ANOVA table where SST=SSErrors+SSReg, from there you can verify R-sq=SSReg/SST. Unfortunately I have not been able to observe SST and ...
by adrangi
Sun Dec 25, 2016 1:04 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25797

Re: Time varying SVAR

svector dtsel=@wsplit("2004m02 2009m02 2016m02") tvsvar 2 24 dtsel pcco @ pcco pciag pcibz Hi. This worked well. Two questions/issues: 1. I was using the TVSVAR Add-in. Was getting error message "sizes do not match in matrix function." Where are codes like the one above located? ...

Go to advanced search