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Hi，I am confuse the impulse variable (optional）what should I choose , I do not see it in favar.package. thanks in advance. The impulse command is thought to depcify the impulse in case of multiple schock variables. If you only include one shock variable in your model, this command is redundant. Hop...

EViews Gareth wrote:There is not, but it is a good idea.

Too bad. Thanks for your quick reply, though!

What do you mean by "Notebook" form? Hi Gareth, thanks so much for your follow-up. Sorry I haven't been precise enough about my objective. I want to reproduce my code in Word 2016 for an assignment. I am looking for an option similar to RStudio's "File/Compile Notebook" which co...

Hi guys, I have applied the Kilian add-in to a standard monetary VAR to retrieve impulse responses with bootstrapped confidence intervals. For a minority of impulse responses, the mean response exceeds the bootstrapped confidence intervals. To me, this does not make sense. For illustrative purposes,...

Hi guys, I am using EViews 10 (uni ed.) for my thesis and wrote a stand-alone program with all of my code. I am required to include the full code in the appendix to my thesis (in print). Is there a good way to convert the contents of a program to "notebook" form so that I could copy/paste ...

Hi, I'm trying to estimate a FAVAR model using this add-in and i wonder if it is possible to obtain impulse responses of “factors” to their orthogonalized innovations and then translate this response to other variables from which we get the factors. Thank you This is exactly what the add-in is for....

Hi, I'm trying to estimate a FAVAR model using this add-in and i wonder if it is possible to obtain impulse responses of “factors” to their orthogonalized innovations and then translate this response to other variables from which we get the factors. Thank you This is exactly what the add-in is for....

Hi guys, I am using EViews 10 (Univ. ed.) and I estimated impulse response functions from standarized data in different VAR and FAVAR models, which all include three different (non-standardized) monetary policy variables. I next want to manipulate the impulse responses in two different ways: 1) Scal...

Hi guys, I am using EViews 10 (Univ. ed.) and I programmed an algorithm to construct impulse response functions from a factor-augmented vector autoregression in keeping with Bernanke et al. (2005). I would now like to construct bootstrapped confidence intervals for my impulse response graphs. My cur...

Hi guys, I have estimated a favar with the favar add-in in EViews 10 (Univ. ed.). Judging from my output (impulse response functions and variance decomposition) there seem to be a few issues: 1. I would need to incude ten factors according to the decision criteria by Bai and Ng (2002) but as soon as...

You want a nested loop: for !i=1 to xt_all.@count for !j=1 to @obssmpl next next However, looping through observations is generally a bad idea, and is not required in EViews. I think all you need to do is something like: group prev5 x(-1 to -5) x = @recode((x-@median(x))> 6*@abs(@quantile(x,0.75)-@...

EViews Gareth wrote:1. Yes, although, I'm not sure if registering an add-in will then make it usable in the current program - you'd have to test.
2. Yes.

Thank you so much for your quick reply, Gareth!

There isn’t a way to download them through a command, unfortunately. Could you include the add-in files with your program and use the addin command to register them? Hi Gareth, sure thing. That would indeed be a viable workaround. If tiem permits, I would like to ask two quick follow-up questions: ...

Hi guys, I am using EViews 10 (Univ. ed.) and seek to implement a specific procedure for outlier treatment. In particular, I want to define outliers as observations with deviations from the median exceeding six times the interquartile range (in absolute terms). These outliers should then be replaced...

Hi guys, I am using EViews 10 (univ. ed.) and for my dissertation I need to submit a running program so that my supervisors are able to replicate my results at the push of a button. For my project, I make use of the EViews add-ins "statfact" and "favar". Is there a way I can ensu...