EViews.com

Hi - I am building a structural model of a South American economy. The model will consist of 12 or so OLS estimations which will then run as SEM in the model function of Eviews. I am trying to fit the best individual equations and the literature has discussed a general to specific modelling techniqu...

Hi Gareth - Thanks for your help. I still haven’t managed to get this. Also, correct me if I am wrong but the simulations will run for 2018-2020 and the historic will run 2000-2018. Therefore, when I put both in the K cross section panel as you mentioned I will have 10,000 identical values from 2000...

Hi Gareth - thanks for your reply. I am a bit confused on this however. How this possible as the graph is being taken from the MC tab which will just have the 10,000 (or specified) simulated values. How would it be possible to draw in another historical series form a different tab?

Thanks again.

After I run MC sims I plot a fan chart. This works fine. But, when I attempt to freeze and store EViews crashes everytime.

Any one else encountered this issue?

npg

Hi - I have been using the new fanchart option of EViews 11. In previous versions, I used the Fan Chart Add-in which, while being very helpful, was more time consuming as you needed to get data for skewness, uncertainty, mode etc. One advantage however was that it plotted the historical data along w...

Thanks for this Igor - are you using a Mac also?

Thanks Gareth - see attached below.

Edition is EViews 10+ (University Edition [Enterprise])

I have an issue when i try to examine the variance of historical decomposition of a VAR/VECM. I get the attached error report. Any ideas?

Ah of course - how foolish of me. I hadn't included the lags on the RHS. thanks for pointing me in the right direction.

Hi Gareth - I have data for all variables up until 2019q1. This allows me to forecast su9ng VAR/VECM. Is this different when using a system? Do I need future values to forecast my dependent variable?

Hi – I have been trying to run forecasts using the output of a system. I am aware that this is not possible through the ‘forecast’ option and instead users are required to Proc->Make Model-> and forecast here through the ‘solution sample’ window. However, whenever I do this I keep getting the follow...

Cheers Matt!

Thanks for this Matt. Apologies - one last question/confirmation. Will it allow me to make forecasts using the SVAR? I had read somewhere that for the model solution option, EViews always uses the reduced form VAR results meaning there would be no difference between FCs of the VAR and SVAR. Is there...

Hi, I am trying to estimate a model of the Australian economy and its relationship with New Zealand (external) using open economy structural vector autoregressive (SVAR) model is employed with block exogenous assumption. The block exogenous assumption implies that the external variables can influenc...

You’re a star Matt! Thanks so much for this. Much appreciated