Search found 6 matches

by xiaojiaoxiaojiao1994
Fri Mar 01, 2019 7:39 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 48583

Re: Diebold-Yilmaz index

how to choose number of random orderings (18=default),I use two variables,monthly data.please help me !
by xiaojiaoxiaojiao1994
Sat Feb 16, 2019 1:10 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 48583

Re: Diebold-Yilmaz index

pairwise spillovers =net pairwise spillovers ? what 's the difference between them?
by xiaojiaoxiaojiao1994
Sat Feb 16, 2019 1:00 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 48583

Re: Diebold-Yilmaz index

thanks a lot. Just a final clarification. the series pc_i_J must be interpreded as share of unit i's variability due to j? Moreover each column in the fromvar (tovar) matric is the chare of variance due to (contributing to) other units, right? thanks again pairwise spillovers =net pairwise spillove...
by xiaojiaoxiaojiao1994
Thu Feb 14, 2019 8:10 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 48583

Re: Diebold-Yilmaz index

What is the eviews version you are using? Can you run example program dyindex_ex1.prg? If you have the old version, try to upgrade it to the version 10. Thank you for your answer,I upgrate it and solve above questions.But I get another problem,how to calculate “directional spillovers”,"net spi...
by xiaojiaoxiaojiao1994
Tue Jan 22, 2019 5:17 am
Forum: Add-in Support
Topic: Generalized FEVD
Replies: 1
Views: 4979

Re: Generalized FEVD

when i run DYindex using eviews,there is a error message"@row is not a member or procedure of GFEVD ";I don't know how to solve it?I am grateful if you can help me .thanks a lot!
by xiaojiaoxiaojiao1994
Mon Jan 21, 2019 8:50 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 48583

Re: Diebold-Yilmaz index

hello.I have two problems.when i run DYindex using eviews,there is a error message"@row is not a member or procedure of GFEVD ";I don't know how to solve it? another problem is that i can't identify number of lags.I am grateful if you can help me .thanks a lot!

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