Search found 4 matches

by smrehman
Wed Aug 30, 2017 5:11 am
Forum: Econometric Discussions
Topic: How to interpret results for Impulse, Granger
Replies: 3
Views: 870

Re: How to interpret results for Impulse, Granger

(1) how do I interpret whether my impulse response is (in)significant? If zero is outside the red-dashed band, it is statistically significant for a give confidence level. (2) And how do I know if its at a 1% or % level? It needs to be clear in the paper. If I recall the standard in Eviews is to sh...
by smrehman
Tue Aug 29, 2017 3:44 am
Forum: Econometric Discussions
Topic: How to interpret results for Impulse, Granger
Replies: 3
Views: 870

How to interpret results for Impulse, Granger

Hi! Sorry, I understand if the following questions are basic, but I have been trying to do research, and don't have anywhere else to ask. I hope you can help me! My question is about Impulse Response is: (1) how do I interpret whether my impulse response is (in)significant? (2) And how do I know if ...
by smrehman
Wed Aug 02, 2017 5:46 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 25
Views: 11853

Re: Sign Restricted VAR

Thank you so much for the add-in! I read the guide, but I am still confused about one thing.
How do I add this sign restriction vector?

(a11) 0 0 0
a(21) a(22) 0 0
a(31) a(32) a(33) 0
a(41) a(42) a(43) a(44)



Sorry if the question is really easy to solve! But I have been trying to understand it
by smrehman
Wed Aug 02, 2017 3:54 am
Forum: Data Manipulation
Topic: Separate positive and negative values
Replies: 1
Views: 601

Separate positive and negative values

Hi! I need to separate positive and negative values from my file deltaop_us In the research paper "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries" by Yudong Wang (2012) they use dopt+=max(0, deltaop_us) dopt-=min(0, deltaop_us) and lat...

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