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Hello, I have run a structural VAR and now I want to compute the confidence intervals of the impulse reponse of it. The VAR I have run is below. How I can compute confidence intervals? var shocks_fiscales2.ls 1 2 taxes gc gdp @ c dum_75 dum_75(-1) dum_75(-2) dum_75(-3) dum_75(-4) @trend @trend^2 sho...

Hello,

Im trying to run a VAR with a linear and a quadratic term in time in each of the equations of the VAR. Is this specification correct? when I add a trend it is considered as a exogenous variable?

var var1.ls 1 2 taxes_d gc_d gdp_d @ c dum_75 dum_75(-4) @trend @trend^2

Thanks,

Luciana

Hello! I have read this in a eviews Program: smpl 1990q1 1990q1+!imp_len - 1 Where !imp_len=21 So, which would be the range of the sample? It goes from 1990q1 to ...? I dont now if !imp_len - 1 adds 20 quarters? And then, what type of variable is a variable that has a “!” at the beginning? Thanks a ...

Hello, I have two groups group1 resid1 resid2 resid3 resid4 group2 resid5 resid6 resid resid8 I want to sum resid1 and resid5, I mean the first row of resid1 and the first row of resid5 and so as it. But there are NAs sometimes in both series and when I sum by rows a number and a NA, the result is l...

Hello! I have downloaded an add-in call Bootstrap, that add-in is useful for what? What about it?

Hello, how I can conduct a boostrapping from a VAR? i think there is a command, I guess Eqbootstrap, how I can use it?

Hello,

I have run a VAR and I then I generated the residuals. How I can run a Bootstrap from this residuals to make 300 runs?

Thanks,

Luciana

Hello, I have this (below) and I want to construct scalar "f" with the scalar "deuda" that in numercis value is 73. But it does not work because when I try to construct scalar f it, Eviews doesnt'read "ssrt_deuda" which in fact is "ssrt_73" that I have previou...

Hello, How I can find the position of the minimun value in a vector like this (below) ? I know that the minimun value is in the position 63 but because I have seen it in the "Descriptive Stats", but how I can extract this value maybe in a scalar? I want to compute the number of the positio...

Thank you very much! It works!

Hello, I have run this loop: for !x=70 to 74 step 0.1 !h= !x*10 smpl if debt>!x series hdebt_!h =1 smpl @all smpl if debt<!x series ldebt_!h=1 smpl @all next One of the series generated would be hdebt_709 when debt>70.9 but when I run the program it doesn't work, it shows this message "9999999 ...

No, there is no a 1. It is weird, however if I want to use what you said, the code @replace to have hdebt_105 instead of hdebt_10.5 that is not possible, where I have to put this code @replace(@str(!x), ".", "") ? Thank you very much for your help. for !x=10 to 12 step 0.5 smpl i...

Ok, it doesn't, it generates hdebt_100 but then a message window error shows that it hadn't find " hdebt_1001". I don't know why from hdebt_100 it goes to hdebt_1001.

I have tried to run it like this, it could work?

for !x=10 to 12 step 0.5
!i=!x*10
smpl if debt>!x
series hdebt_!i=1
smpl @all

smpl if debt<!x
series ldebt_!i=1
smpl @all
next

I'm trying to run this to generate hdebt_105=1 when debt>10.5... because I can't generate hdebt_10.5 because of the point bu it doesn't work. How I could do this? for !x=10 to 12 step 0.5 smpl if debt>!x for !i=100 to 120 step 5 series hdebt_!i=1 smpl @all for !x=10 to 12 step 0.5 smpl if debt<!x fo...