Search found 49 matches
- 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 ...
- 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...
- 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.
- 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.
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.
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.
- 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...
- 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!
i see one can make varmod poolmod etc but can the above be done?
thk u!
- 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!
- 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...
- 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?
sorry any possibility of using var 1 !i as the lags?
- 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!
to get the best var via the min AIC/SIC using a program that rolls?
pls advice. thk u!
- 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 ...
- 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?
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?
- 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
- 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?
- 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...