Search found 336 matches

by dakila
Wed Aug 08, 2018 12:08 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 1416

Re: Panel SVAR

Could you send the command or description of the date file or data file?
by dakila
Fri Aug 03, 2018 2:00 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 1416

Re: Panel SVAR

The psvar add-in is updated. It now includes variance decomposition analysis.
by dakila
Thu Jul 26, 2018 5:00 pm
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 1416

Panel SVAR

This thread is about the psvar add-in that estimates Panel SVAR of Pedroni (2013).
by dakila
Thu Jul 26, 2018 4:33 am
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 18
Views: 12455

Re: Interpreting impulse response functions: Std dev or % ?

It depends on your variable unit. For example, if the bond yield is in % then the horizontal axes is measured in %
by dakila
Wed Jul 25, 2018 8:56 pm
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 18
Views: 12455

Re: Interpreting impulse response functions: Std dev or % ?

1. When STD is used, can i say that one STD is equal to 1% of the dependent variable (in my case Bond Yields)? No. 2. When using SIRF add-in, what should i include in Impulse variable dialogue box? Just put one variable, for example just put bond yield variable. Multiple variables are not allowed. ...
by dakila
Wed Jul 25, 2018 3:03 pm
Forum: Add-in Support
Topic: UCSVM
Replies: 2
Views: 1082

Re: UCSVM

I will try to add that option. thanks for the comment.
by dakila
Wed Jul 25, 2018 3:01 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 4226

Re: Dynamic Model Averaging

ok
by dakila
Tue Jul 24, 2018 3:50 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 4226

Re: Dynamic Model Averaging

Could you post the data? Or send it in private message?
by dakila
Tue Jul 24, 2018 8:38 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 4226

Re: Dynamic Model Averaging

sorry I don't understand your question. What is the original variable. Is it left hand-side variable(y_t)? take an example.
in the future I will try to include the changing coefficients.
by dakila
Tue Jul 24, 2018 7:44 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 4226

Re: Dynamic Model Averaging

That is bug in the add-in. I will fix it soon.
by dakila
Thu Jun 28, 2018 6:00 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 8
Views: 1036

Re: LSunit add-in

There is no option to choose the information criteria. It uses t statistic to select lag length.
by dakila
Wed Jun 27, 2018 11:23 pm
Forum: Estimation
Topic: Historical decomposition for a SVAR
Replies: 5
Views: 2253

Re: Historical decomposition for a SVAR

Try to update your eviews. After that you will have the Output(optional) box. Look at the lower right corner of the dialog box.
by dakila
Sun Jun 24, 2018 1:51 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 9
Views: 1797

Re: One SE Bands on IRF

The add-in only allows one variable for the impulse variable box. So don't select multiple variables.
by dakila
Mon Jun 04, 2018 5:40 pm
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 7250

Re: Conditional VAR forecast

the first one is correct. the second one is wrong. It should be var1.confcast(fsamp="2018q2 2019q4",suf=_c, graph=1) "gdp gdp gdp gdp gdp gdp gdp cpi cpi cpi cpi cpi cpi cpi" "2018q2 2018q3 2018q4 2019q1 2019q2 2019q3 2019q4 2018q2 2018q3 2018q4 2019q1 2019q2 2019q3 2019q4&q...
by dakila
Sat May 26, 2018 3:46 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 4226

Re: Dynamic Model Averaging

y_t_ is the transformed dependent variable.
y_t_best is dynamic model selection forecast (best model forecast).
y_t_dma is dynamic model averaging forecast.

Go to advanced search