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Ah, I figured it out. I'm sure the wavelets author would've been able to tell you this him/herself, but the wavelets add-in requires the use of R and it also needs the 'wavelets' R library to be installed in your R environment. When the add-in tries to automatically install the wavelets R package, ...

This topic has gone quiet for a while so I want to revive it, mainly because I can't find an answer to it anywhere. I installed the add-in when I had Eviews 9.5 but of course it didn't work with that build. So I went through my uni to get an upgrade to 11, which I did... and now, every time I run wa...

As an example, I use this code to try and figure out the IRG:

var5.impulse(12, m, smat=myownimpulse, imp=chol) y x @y @x

but it continually gives me "error in specification of innovations or responses."

Is there something I'm missing?

Hi, I'm doing some work with Bayesian VARs and I would like the impulse response function to include at least 1 if not 2 SD standard errors. I know that EViews doesn't support it at this time, but I also know that there should be a way to save the S.E.s as a matrix and do it manually. For the life o...

dakila wrote:No. You cannot interpret like that. First define the shock by the sign restriction, then interpret impulse response function of Y and X as the effect of that shock.

That makes perfect sense. Thanks for the clarification, it is all clear now.

I have a basic and very silly question about interpreting the impulse response graphs that come as the output from the srvar command. When doing a standard VAR, it gives us graphs which explicitly state the effect of endogenous x on y... however, srvar just gives graphs with "impulse response o...

Does EViews allow for an instrumental variables approach to Poisson (count model) regressions? Stata has ivpoisson, is there something similar available within the EViews space?

Gareth, Thanks for the quick reply, but isn't there a whole class of literature that relates stock market volatility (i.e. high-frequency changes) to slower-moving macroeconomic variables? Engle et al. (2009, available at https://archive.nyu.edu/bitstream/2451/27889/2/wpa08043.pdf) is the pioneer in...

Hi all, I purchased EViews 9.5 specifically because it had MIDAS capabilities, but I've run into a snag. I have a high-frequency dependent variable (either daily or monthly, depending on how I choose to use it) and lower-frequency independent variables (quarterly and annual). Does EViews allow for M...

Hi all, I've used ARCH modeling before in Matlab and G@RCH, but am a complete newbie to it in eviews. I have a dataset that is basically a highly unbalanced dated panel, with monthly data for 25 countries with different starting dates for each country's data series (i.e. financial risk indicators ar...

Hi all, is there an easy way to do a fixed-effects specification in e-views using differencing, either first differences or "de-meaning"? I have time-series data for one country across a series of variables and want to compare the influence of one variable (labor legislation) on unemployme...

Hi, I thought I was a savvy eviews user but I'm having a devil of a time with a pool data set-up. I have data on 66 countries from 1989-2008 on a variety of topics, including bank credit. I open the foreign data (excel) as workfile, set-up the pool object using the country names as identifiers, impo...

ok, how do I get those 7 principle components in a usable form to be included in a group object though? Basically, I use the command after opening the 21 variables as a group to "view/principal components," input my specifications, and then it spits out the list of PCs. How do I get that o...

Hi, I'm using eviews 7 and am using a principal components analysis on time series, coded data. I have successfully extracted PCs using eviews, and have narrowed down the components that I want to use based on their eigenvalues. However, I want to get a correlation matrix of correlations between the...