hello,
could anyone give me advice for interpret following attached eviews impulse response graphs.
I used structural VAR identification to find impulse response function.
So, I have checked Net Tax, General public service expenditure (GPS), Social service expenditures, Economic service expenditures, GDP responses to economic service innovations. all variables were at log form and I(1) .
I want to know that vertical axis interpretation and is it one time shock applied to default eviews settings for impulse responses?
Thank you
Ruwan
how to interpret Eviews impulse response graph results
Moderators: EViews Gareth, EViews Moderator
how to interpret Eviews impulse response graph results
- Attachments
-
- impulse response graph results
- aaa.jpg (78.68 KiB) Viewed 4371 times
Re: how to interpret Eviews impulse response graph results
I think your results can not be trusted, since I believe that those red lines must be in the same quadrant, which does not happen in any of your graphs. I am not acquainted enough with VAR models to tell you how can you solve that problem, so my advice is for you to study well the fundamentals of the VAR model and also to try and look at other articles that perform this model.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 36 guests