Search found 3 matches
- Sun Jan 06, 2019 4:42 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 102376
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.
- Sun Jan 06, 2019 12:17 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396588
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?
for example, I want to get 4-period lag, and 8-period lag impulse results.what should I do?
- Sat Jan 05, 2019 5:39 pm
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 102376
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!