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And blank columns

Thanks.

If I can horn in here, is there any way we can get the residuals from the estimation using SVARPatterns? I can't see anything that allows this.

Also, I think that Bjornland probably used RATS for this work.

Hi, i m interested in estimating stochastic volatility of stock return (y) using kalman filter. But i m not so sure with the process. Currently im using this coding from the internet: @signal y = -1.27 + s + [var=4.9348] @state s = c(1) + c(2)*s(-1)+[var=(3)*2] param c(1) -10.8720 c(2) 0.2736 c(3) ...

Hi, i m interested in estimating stochastic volatility of stock return (y) using kalman filter. But i m not so sure with the process. Currently im using this coding from the internet: @signal y = -1.27 + s + [var=4.9348] @state s = c(1) + c(2)*s(-1)+[var=(3)*2] param c(1) -10.8720 c(2) 0.2736 c(3) ...

You appear to have a space between ! and draws in line 3. this makes !draws undefined.

Thanks for the reply.

I've already carried out these steps in the past and they didn't work. But I'll try again soon. I don't use anything than 32-bit software so that is unlikely to be where the problem is located.

Thanks. Are there any thoughts about unzip for EViews?

I want to download directly excel files from a website. For some reason, the files have blank columns between the variable columns (I assume that the authors believe that this makes it easier to read them). There's no problem with saving the files to disc, deleting the blank columns and reading the ...

Why did you rename the series? It's already called y or did you type 'y' instead of y?

Hi

I just used Gareth's program (copied from the post and pasted not retyped) and it worked fine.

I use EV8

Hi

I've looked again at the link and I can't see how the VAR is a structural VAR. It looks like an ordinary VAR to me, which, of course, I've always known how to estimate. Have I missed something about the VAR part that makes it an SVAR?

Thanks. I must have missed this.

Can the system object be used to estimate a structural VAR with GARCH errors?

EViews Steve wrote:Sorry no. What was the exact error message? Also, did you try the XOPEN command in EViews? Maybe that would provide a better error message.

1. Error message: Method '~'of object '~' failed

2. Eviews failed to initialise