Search found 479 matches
- Wed Jul 05, 2017 6:24 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
if you have missing value, change the sample size.
- Sat Jul 01, 2017 4:09 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
there is an example program which replicates BBE (2005) ' BBE (2005) replicaton ' Figure 2 ' Table 1 %path = @runpath cd %path ' open the BBE data that is transformed to induce stationarity wfopen(type=txt) nsbalpanel.txt delim=space pagestruct(freq=m,start=1959) 'rename some variables for !i=1 to 9...
- Fri Jun 30, 2017 4:44 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
Did you read the instruction which is located in C:\Users\...\Documents\EViews Addins\FAVAR (Favar Package.pdf)?
- Tue Jun 27, 2017 7:46 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 395713
Re: Time varying SVAR
I hope it will be released very soon.
- Mon Jun 26, 2017 7:19 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
Yes, I think that made the difference.
- Fri Jun 23, 2017 2:29 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
"ROT" means the rotated factors. In order to estimate the factors do the following steps: 1) estimate factors (C) using all variables except FFR (you did this step) 2) estimate slow moving factors (Fs) from the slow moving variables. 3) estimate the regression by OLS : C=b1*Fs + b2*FFR + e...
- Wed Jun 21, 2017 3:39 pm
- Forum: Estimation
- Topic: VAR Forecasting with predetermined time series
- Replies: 2
- Views: 3142
Re: VAR Forecasting with predetermined time series
Use the confcast add-in.
- Tue Jun 13, 2017 2:37 pm
- Forum: Estimation
- Topic: FAVAR model estimation
- Replies: 2
- Views: 8001
Re: FAVAR model estimation
I think you should change the sample size because you may have the missing values after the transformation of the variables. Next time you should ask question in the Add=in support section.
- Fri Jun 09, 2017 5:54 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
Yes, It actually do the cumulative IRFs when you transform the variable. For example, if you put the transformation code 4 or 5 it will accumulate the IRFs.
- Wed Jun 07, 2017 7:41 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 395713
Re: Time varying SVAR
I will try.
- Wed Jun 07, 2017 4:35 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3698507
Re: FAVAR add-in
Good idea. I will try to code it.
- Wed Jun 07, 2017 4:34 pm
- Forum: Estimation
- Topic: BVAR
- Replies: 5
- Views: 5230
Re: BVAR
Try the LBVAR add-in.
- Wed Jun 07, 2017 4:33 pm
- Forum: Estimation
- Topic: SVAR Impulse reponse for more than one sd
- Replies: 2
- Views: 2945
Re: SVAR Impulse reponse for more than one sd
Try the sirf add-in.
- Sat May 27, 2017 2:54 pm
- Forum: Estimation
- Topic: Extracting residuals in a VAR model
- Replies: 3
- Views: 3743
Re: Extracting residuals in a VAR model
Code: Select all
var var01.ls 1 4 y1 y2 y3
var01.makeresids ry1 ry2 ry3
resid01 (ry1) corresponds to first variable (y1) of VAR Model.
resid02 (ry2) corresponds to second variable (y2) of VAR Model. So on.
- Fri May 26, 2017 2:51 pm
- Forum: Estimation
- Topic: Extracting residuals in a VAR model
- Replies: 3
- Views: 3743
Re: Extracting residuals in a VAR model
Code: Select all
var01.makeresids