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by dakila
Tue Jan 22, 2019 4:53 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 28
Views: 28407

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: 400

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: 393

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: 71
Views: 16673

Re: FAVAR add-in

For example:

Code: Select all

equation eq.ls series01 _facrot1 _facrot2 _facrot3 ffr
by dakila
Wed Nov 28, 2018 8:05 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 71
Views: 16673

Re: FAVAR add-in

You can do this manually
by dakila
Mon Nov 26, 2018 12:58 pm
Forum: Add-in Support
Topic: Generalized FEVD
Replies: 1
Views: 1064

Generalized FEVD

This thread is about the GEVD add-in that estimates a new generalized forecast error variance decomposition method of Lanne and Nyberg (2016).
by dakila
Wed Nov 14, 2018 7:52 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 28
Views: 28407

Re: Diebold-Yilmaz index

Could you post the data?
by dakila
Thu Oct 25, 2018 7:21 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 28
Views: 28407

Re: Diebold-Yilmaz index

Change the rolling windows parameter. for example, the following command worked for me

Code: Select all

dyindex(window=60) 2 @ usd_aud usd_cny usd_jpy usd_rub

window=60 - rolling window parameter
by dakila
Wed Oct 24, 2018 6:45 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 28
Views: 28407

Re: Diebold-Yilmaz index

The sample size of time series is too short. So you cannot choose lags greater than 1.
by dakila
Fri Oct 19, 2018 10:31 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 28
Views: 28407

Re: Diebold-Yilmaz index

Could describe the data? Or upload data file?
by dakila
Tue Oct 16, 2018 5:53 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 12048

Re: Favar QUESTION

C:\Users\...\Documents\EViews Addins\FAVAR\favar.pdf
by dakila
Tue Oct 16, 2018 5:52 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 6599

Re: Dynamic Model Averaging

the version 9
by dakila
Mon Oct 08, 2018 2:31 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 28
Views: 28407

Re: Diebold-Yilmaz index

Did you read the instruction document ? (dyindex.pdf file located in add-in folder)
You cant run the add-in from the VAR. You should open it first from Add-ins menu. Or try command line.
by dakila
Thu Oct 04, 2018 4:32 pm
Forum: Econometric Discussions
Topic: Sign Restrictions in eviews
Replies: 2
Views: 1209

Re: Sign Restrictions in eviews

Just insert -2 in the Sign restriction vector box or create sign restriction vector :

Code: Select all

vector srv=@fill(-2)
by dakila
Mon Sep 17, 2018 7:52 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 120
Views: 40403

Re: Threshold Structural VAR

Sorry, no.

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