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Hi dakila, Thank you for your fast replay. I runed your code immediately. However, Eviews 10 presents the following error message. (your code:favar( factor=6, horizon=60, rep=1000, ci=0.9 ,impulse=call) 3 xdata xslow northy ncode northy_name @ call mb) "sss already exists and is a different typ...

Hi dakila, I use FAVAR add-in in EViews10. Thank you so much for your great add-inn. I want to estimate IRF of FAVAR model including two observables-mb and call. (mb denotes monetary base. call denotes policy interest in Japan). I write the following program. favar( factor=6, horizon=60, rep=1000, c...