thank you , Dakila !!i am grateful ! we are lucky to be able to benefit from your help !
i followed your instructions and i obtain the impulse response matrix(for shock egal to 0.25) , i use the option graph and i obtain the graphs of impulse response without confidence intervals , the axis 0 and the name of the selected variables (see workfile). what should i do to get them (like figure 01 in your exple) ?
for the conditional forecast,you tell me i should transform for exple series2 to the non standardized on . i must do it :
before i estimate eq01 ?
 before i forecast the factors ?
 before i forecast series2 ?
i transform only the selected variable (series2) , NOT the series contrained (ffr). true ?
THANK YOU very much !
Salima
Favar QUESTION
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Re: Favar QUESTION
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Re: Favar QUESTION
what should i do to get them (like figure 01 in your exple) ?
You should do the same things for the confidence interval. For example:
Code: Select all
matrix irf_ub=irfxmat_ub01/irfxmat_ub01(1,1)
irf_ub = irf_ub*(0.25/ffr_std) ' upper bound
matrix irf_lb=irfxmat_lb01/irfxmat_lb01(1,1)
irf_lb = irf_lb*(0.25/ffr_std) ' lower bound
Easiest way to draw the figure is copy the matrix to excel then draw the graph.
for the conditional forecast,you tell me i should transform for exple series2 to the non standardized on . i must do it :
before i estimate eq01 ?
 before i forecast the factors ?
 before i forecast series2 ?
After the conditional forecast you should transform for expel series2
i transform only the selected variable (series2) , NOT the series contrained (ffr). true ?
Yes that is true.
Re: Favar QUESTION
Thank you for your answer, Dakila !
i obtain the ifr with confidence interval.
i transform some of my variables to induce stationarity .when i perform 'the conditional forecast ',i have for exple the conditional forecast of the
dlog pib ( i transform this variable back to the nonstandardized one).
i would like to obtain the conditional forecast of the real value (without transformation ). in general ,i can applied the formula
Tx+1 = Tx *e(dlogpib) . how can i traduce this formula to employ it in eviews ?
thank you in advance !!
SALIMA
i obtain the ifr with confidence interval.
i transform some of my variables to induce stationarity .when i perform 'the conditional forecast ',i have for exple the conditional forecast of the
dlog pib ( i transform this variable back to the nonstandardized one).
i would like to obtain the conditional forecast of the real value (without transformation ). in general ,i can applied the formula
Tx+1 = Tx *e(dlogpib) . how can i traduce this formula to employ it in eviews ?
thank you in advance !!
SALIMA
Re: Favar QUESTION
hi Dakila !
can you add the transformation' second difference of log ' and 'first difference' please ? i have no stationary variables with dlog so i must use ddlog.
Thank you very much !!
salima Ouerk
phd student
can you add the transformation' second difference of log ' and 'first difference' please ? i have no stationary variables with dlog so i must use ddlog.
Thank you very much !!
salima Ouerk
phd student
Last edited by ouerk on Wed Aug 23, 2017 4:41 am, edited 1 time in total.
Re: Favar QUESTION
Hi Dakila,
could you add the others possible transformations ? ( the fist difference ,the second difference and ddlog)
Thanks you very much for your answer !!
Salima Ouerk
could you add the others possible transformations ? ( the fist difference ,the second difference and ddlog)
Thanks you very much for your answer !!
Salima Ouerk
Re: Favar QUESTION
Hi,
The impulses responses of the variables to an unexpected increase in ffr are to be interpreted in "pourcentage points " in the model ? for exple, changes in GDP are expressed in pourcentage point ? or in standard deviation ?
Thanks
The impulses responses of the variables to an unexpected increase in ffr are to be interpreted in "pourcentage points " in the model ? for exple, changes in GDP are expressed in pourcentage point ? or in standard deviation ?
Thanks
Re: Favar QUESTION
Note that the figures report impulse responses in standard deviation units.
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