Search found 49 matches

by mjfl
Sun Oct 16, 2011 7:53 pm
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 148732

Re: Bayesian VAR

The BVAR add-in doesn't support non-simple (i.e. 1-7) lag structures. hi Gareth, thks for the reply. but can anyone teach me where should i change or tinker from becasue i cant seem to get the lag lag correct in program code and sub routines . can i have a look of how VAR source code looks like to ...
by mjfl
Sat Oct 15, 2011 3:08 am
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 148732

Re: Bayesian VAR

hi esther, can u let me know what i should change in the base code to allow a certain lag probably 4-7 instead of always starting from 1-4 in the var? im using this 'simulate with variable as shown for !horizon= 95 to 122 smpl 1978q1 1978q1+!horizon bvar(prior=3,m=a{!horizon},c) 4<---- can i put 4 7...
by mjfl
Tue Aug 30, 2011 8:54 pm
Forum: Programming
Topic: spool to model
Replies: 6
Views: 5113

Re: spool to model

thks gareth. my hand was gg numb. didnt see it in the doc. :)
by mjfl
Tue Aug 30, 2011 8:23 pm
Forum: Programming
Topic: spool to model
Replies: 6
Views: 5113

Re: spool to model

thks gareth for fast response.

smpl 1990q1 2000q2
bvar(prior=2) 4 gdp ir inflation


is my code but how can i make a model from this program?
i would like to solve for this model from 2000q3 to 2009q3 thereafter.
by mjfl
Tue Aug 30, 2011 7:09 pm
Forum: Programming
Topic: spool to model
Replies: 6
Views: 5113

Re: spool to model

thk u Gareth. i have been using the bvar add-in in program form. but i realise it gives a spool and i seem not to be able to get a model of the bvar for which i can solve. i checked the mkaemodel sub-routine code and tried to "put them together" in a logical manner but none works. is there...
by mjfl
Tue Aug 30, 2011 2:29 am
Forum: Programming
Topic: spool to model
Replies: 6
Views: 5113

spool to model

hi apology is this able to be done?
i see one can make varmod poolmod etc but can the above be done?
thk u!
by mjfl
Sun Aug 28, 2011 10:09 am
Forum: Add-in Support
Topic: BVARs yet again
Replies: 16
Views: 18729

Re: BVARs yet again

thk u Gareth!
by mjfl
Fri Aug 26, 2011 2:17 am
Forum: Add-in Support
Topic: BVARs yet again
Replies: 16
Views: 18729

Re: BVARs yet again

hi, im new to BVAR and would like to ask if there is any command to forecast the bvar? i see that making the model helps but can someone pls enlighten how to forecast the bvar directly or from the model? i cant understand what is 1) no of forecast period 2) forecast selection becasue even after tryi...
by mjfl
Thu Aug 25, 2011 11:18 pm
Forum: Programming
Topic: reursive VAR
Replies: 2
Views: 2926

Re: reursive VAR

hi hi,
sorry any possibility of using var 1 !i as the lags?
by mjfl
Sat Aug 20, 2011 10:38 am
Forum: Programming
Topic: reursive VAR
Replies: 2
Views: 2926

Re: reursive VAR

hi apology, is there any way as mentioned above?
to get the best var via the min AIC/SIC using a program that rolls?
pls advice. thk u!
by mjfl
Fri Aug 19, 2011 1:40 am
Forum: Programming
Topic: reursive VAR
Replies: 2
Views: 2926

reursive VAR

hi there, is there any way to choose a best var-eqn for everytime period by SIC and use it for forecasting purposes? series y = z_piet8 series x = m_m3 !sc = 9999999 !maxlags = 3 !bestlag = 1 for !horizon= 95 to 122 smpl 1978q1 1978q1+!horizon var var{!horizon} for !i=1 to !maxlags var{!horizon}.ls ...
by mjfl
Mon Aug 15, 2011 8:16 am
Forum: Add-in Writing area
Topic: add in commands
Replies: 1
Views: 20506

add in commands

hi,

i am reakky thankful for the add-in. it helped a lot.
may i know can we command the addin in a program?
can we open the add in to see the codes in the addin?
by mjfl
Mon Aug 15, 2011 8:05 am
Forum: Programming
Topic: for loop within for loop
Replies: 11
Views: 8855

Re: for loop within for loop

hi gareth i broke it up and it seems to work. :0
by mjfl
Mon Aug 15, 2011 8:04 am
Forum: Programming
Topic: restricting coef
Replies: 2
Views: 2920

Re: restricting coef

hi sorry could i get some phelp on this pls?
by mjfl
Thu Aug 11, 2011 6:00 am
Forum: Programming
Topic: restricting coef
Replies: 2
Views: 2920

restricting coef

hi all, i have read some methods to make all coeff add up to 1. eg c(1)+c(2)+c(3)=1 so rite c(3) in the least square as 1-c(1)-c(2). 1. what if i have lags that choose by themselves and i would like the lags to add up to 1 in all eqn? how can i do it? for !horizon= 59 to 82 smpl 1989q1 1989q1+!horiz...

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