Search found 18 matches

by adrangi
Tue Sep 05, 2017 8:36 pm
Forum: Programming
Topic: BVAR (litterman) Specifying different priors to different variables
Replies: 2
Views: 281

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: 14
Views: 908

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: 14
Views: 908

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: 6579

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: 6579

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: 793

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: 793

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: 97
Views: 16791

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: 7289

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: 97
Views: 16791

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? ...
by adrangi
Fri Dec 23, 2016 10:11 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 97
Views: 16791

Re: Time varying SVAR

Thanks much. Makes perfect sense. I'll try it now. I may forget about the first date. Best, Bahram
by adrangi
Thu Dec 22, 2016 12:12 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 97
Views: 16791

Re: Time varying SVAR

Hi. Thanks much. Please see my worksheet copy
workfilepage.WF1
(145.01 KiB) Downloaded 45 times
. I'm using the pc version of the variables, i.e., %change. I copied the page of the workfile so that you can even see the results I got after the error message. Appreciate any insights. Thanks much. Best, B
by adrangi
Wed Dec 21, 2016 10:18 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 97
Views: 16791

Re: Time varying SVAR

Hi. I've reviewed the postings on the TVSVAR add-in. Very helpful, thanks. two issues: 1. I could not find the example data. 2. I'm using EV 9.5, my data runs from 2001m02-2016m02. I chose 2004m02, 2009m02 and 2016m02 for my date selection vector, no commas. I am getting the error message" Matr...
by adrangi
Fri Oct 28, 2016 11:02 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 97
Views: 16791

Re: Time varying SVAR

Hi. Thanks much. Clarifies it. Best, BA
by adrangi
Thu Oct 27, 2016 7:30 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 97
Views: 16791

Re: Time varying SVAR

Hi. I read the pdf file for the TV-SVAR model. Does the "impulse variable" mean the endogenous variable that is being shocked? Don't we normally shock all endogenous variables and check the response by others in VARS? Any help is much appreciated. Thanks.

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