Shock from exogenous variable to endogenous variable

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jason83189
Posts: 4
Joined: Wed Mar 16, 2016 10:03 am

Shock from exogenous variable to endogenous variable

Postby jason83189 » Wed Mar 16, 2016 10:15 am

Hello,
I am having two equations in my model.(The name of my model is called model01) I would like to run a stochastic simulation and see the response of my endogenous variable (called y1 and y2) from one of the exogenous variable (called x1) if I apply a standard deviation shock to the exogenous variable.
The question is, I am not sure how to create a exogenous series that contain the standard deviation shock. Also where should I find the value of standard deviation? Do I right click on of the equation in the model and click the property and obtain the s.d. value from the right hand corner? (let say it's equal to 0.04716)
I try to use the following command:
model01.innov x1 0.04716

But nothing happened.
Please help me with this.
Thanks a lots.

jason83189
Posts: 4
Joined: Wed Mar 16, 2016 10:03 am

Re: Shock from exogenous variable to endogenous variable

Postby jason83189 » Wed Mar 16, 2016 10:21 am

Can I obtain the standard deviation by double clicking the variable, x1, and click on "descriptive statistics" from VIEW, and obtain the value from "Stats table"? And then generate a new series with same length period as x1 and putting this standard deviation value in the first period and leave the rest as zeros? But would this be a deterministic simulation instead of stochastic when i am using this new series?


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