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by mwxhappy
Sun Jan 06, 2019 4:42 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 29
Views: 17230

Re: Sign Restricted VAR

and I also want to the meaning of "Fraction of variance explained for XXX",when I choose the variance decomposition in the SRVAR window. Is there some relation with variance decomposition in the view menu of simple VAR.
by mwxhappy
Sun Jan 06, 2019 12:17 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 108
Views: 39921

Re: Time varying SVAR

hi, I see your TVSVAR add-in has the date selection vector to get a certain date's impulse result, but if I want to get some lag periods impulse results, what should I do?
for example, I want to get 4-period lag, and 8-period lag impulse results.what should I do?
by mwxhappy
Sat Jan 05, 2019 5:39 pm
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 29
Views: 17230

Re: Sign Restricted VAR

hi,I'd like to ask you a question. What is the difference between the variance decomposition that the option under the srVAR and the VAR variance decompositions in the view menu? What is meaning of the variance decomposition option in the srVAR add-in? Thanks a lot!

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