Search found 2 matches

by vravor
Sat May 06, 2017 7:56 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 107
Views: 3667581

Re: FAVAR add-in

Thank you for the ruick response! I think an option to save the IRF graphs to spreadsheet would come really handy for users of the add-in; especially if it were possible to opt for multiple confidence intervals estimation for the IRFs (as in every new run of the program, the favar estimated changes ...
by vravor
Thu May 04, 2017 8:35 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 107
Views: 3667581

Re: FAVAR add-in

When I run the add-in, I always get this message in the end: "_COLMAT is not defined.". However, a favar (var object) and a graph with the IRFs are produced and look fine. WHat would this message mean? Is it something to worry about? Also, when trying to use more than two factors in the FA...

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