Hi,
I am wondering what will be the size of V Matrix if I have 4 instead of three variables ? will it be the same as mentioned in the document or will be add extra row or column ? Please guide.
Regards
Ali
Search found 22 matches
- Thu Nov 24, 2016 10:11 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396116
- Fri Nov 18, 2016 3:01 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396116
Re: Time varying SVAR
Yes, you are absolutely right, actually the CPI and unemployment are dependent variables and real rates are independent variables, so in simple regression it should not be the case of multicolinarity. Can you please suggest me how I can solve this issue in TVSVAR ? Thanks again for help. Regards Ali
- Thu Nov 17, 2016 10:55 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396116
Re: Time varying SVAR
Hi, I am trying to look at the impact of real rates on the unemployment and cpi, but is giving error Near Singular Matrix, I can,t log the series as these have negative values as well and also these are rates. Can you please help ?
Regards
Regards
- Thu Sep 01, 2016 1:12 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396116
Re: Time varying SVAR
Thank you very much for reply, but it gives message that "DTSEL" is not defined. Please help.
- Wed Aug 31, 2016 9:01 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396116
Re: Time varying SVAR
Hi, I want to estimate the TVSVAR model on the attached data file, when I try using the instruction in the add-in document it does not give me IRF output or even the estimation results, I wonder if somebody can help me please.
- Mon Aug 29, 2016 9:42 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 396116
Re: Time varying SVAR
Hi, Thank Dakila for help on my first question, I have downloaded the add-in, that looks ok, however when following document instructions, I put the details in it gives message "Near singualr Matrix". I don,t get any impulse response but some series and matrixes appear when do not make muc...
- Sat Aug 27, 2016 10:01 am
- Forum: Add-in Support
- Topic: TVP-VAR
- Replies: 1
- Views: 6465
TVP-VAR
Hi,
I want to estimate a TVP-VAR model in E-views, I have Eviews version 9 and 3 monthly series data, I can use Eviews using tabs and have estimated the VAR model, but i don,t know how to run TVP-VAR model. I am not good at programming, if you please help.
I want to estimate a TVP-VAR model in E-views, I have Eviews version 9 and 3 monthly series data, I can use Eviews using tabs and have estimated the VAR model, but i don,t know how to run TVP-VAR model. I am not good at programming, if you please help.