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by dakila
Mon Mar 04, 2019 6:53 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 82
Views: 18759

Re: FAVAR add-in

No mistakes. Sorry, It will show you IRF figure and variance decomposition of the last variable (shock to series 16). I will try to include IRF figure of other variables.
by dakila
Sat Mar 02, 2019 2:54 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 82
Views: 18759

Re: FAVAR add-in

No problem, you can add more than one observable variable. For example,
favar(factor=3,horizon=48,rep=1000,ci=0.9,save=1,vd=1) 13 xdata xslow xir tcode yx_name @ ip cpi ffr
by dakila
Sat Mar 02, 2019 2:46 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 37
Views: 30029

Re: Diebold-Yilmaz index

Did you read the document pdf? Use random option. For example,

Code: Select all

dyindex(random=18) 2 @ rrdjia rrftse rrfra
by dakila
Wed Feb 27, 2019 5:26 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 33
Views: 7260

Re: Large Bayesian VAR

Could you be more specific?
Can you run the example file, for example lbvar_ex0.prg?
by dakila
Sun Feb 17, 2019 7:16 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 14
Views: 3931

Re: Panel SVAR

I don't know. maybe I can figure out if you send me the data.
by dakila
Sun Feb 17, 2019 7:14 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 37
Views: 30029

Re: Diebold-Yilmaz index

Read the paper. it is different.
by dakila
Wed Feb 06, 2019 4:34 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 33
Views: 7260

Re: Large Bayesian VAR

You should upgrade the eviews to version 10.
by dakila
Wed Feb 06, 2019 4:28 am
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 46924

Re: Bayesian VAR

Try the lbvar add-in. it can handle 54 variables.
by dakila
Tue Jan 29, 2019 11:57 pm
Forum: Econometric Discussions
Topic: Unit Root Tests with structural breaks
Replies: 1
Views: 225

Re: Unit Root Tests with structural breaks

Try LSunit add-in.
by dakila
Tue Jan 29, 2019 6:09 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 82
Views: 18759

Re: FAVAR add-in

That option is not yet available. I will try to do it.
by dakila
Tue Jan 22, 2019 4:53 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 37
Views: 30029

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.
by dakila
Wed Jan 16, 2019 1:14 am
Forum: Add-in Writing area
Topic: number of scaled factor in IRF in sirf add-in
Replies: 1
Views: 490

Re: number of scaled factor in IRF in sirf add-in

Yes, you can create one SD negative shocks. Just insert the scale factor. For example, -0.31
by dakila
Sat Dec 15, 2018 6:14 pm
Forum: Add-in Support
Topic: Looking for add-in?
Replies: 0
Views: 508

Looking for add-in?

This thread is about if you are looking for Eviews add-in that implementing a particular procedure or replicating a paper, post your request here.
by dakila
Thu Nov 29, 2018 2:30 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 82
Views: 18759

Re: FAVAR add-in

For example:

Code: Select all

equation eq.ls series01 _facrot1 _facrot2 _facrot3 ffr

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