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by adriana
Mon Jun 26, 2017 6:05 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 87
Views: 20085

Re: FAVAR add-in

Thank you! I got them but with a very small difference. Maybe that's because I didn't standardize my variables (since all of them were stationaries), do you think thats made the difference?
by adriana
Thu Jun 22, 2017 6:09 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 87
Views: 20085

Re: FAVAR add-in

Hi,

I tried to get the factors by the usual way of principal components, but I didn´t have the same series. Also I can see that the final factors used in VAR have "rot" in its labels. Does it have any other treatment, or could you please tell me the way to get it? Thanks!

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