Favar QUESTION
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Favar QUESTION
I am doing a FAVAR analysis. I have a group of X variables and Y. But I am not sure how to fill the form. Anyone can give me an example?
Thank you very much!
Thank you very much!
Re: Favar QUESTION
There is example file (favar_ex.prg) and instruction pdf file in the FAVAR add-in folder.
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- Posts: 4
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Re: Favar QUESTION
dakila wrote:There is example file (favar_ex.prg) and instruction pdf file in the FAVAR add-in folder.
Hi,Dakila, your suggestion is helpful. I am trying to follow the instruction to apply the FAVAR. However, I did the exactly same as the favar_ex, the software replied me with "factor01 is not the same length as the sample". Could you tell me what is wrong with it?
Re: Favar QUESTION
Hi!! I am also in the process of generating a FAVAR-however I would like to impose my own shock(for example a 30% decrease in my Y variable) but I do not know how to manipulate the add in any help will be extremely appreciated!!
Thank you guys!
Thank you guys!
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- Joined: Tue Jul 26, 2016 3:39 am
Re: Favar QUESTION
HI
i was trying to run FAVAR using the example file favar_ex.prg. however when i run the program i get an error that there is syntax error in vector tcode =@fill(1,5,5,1,1,5,5,5,1,1,5,5,5,1,5,5,4,5,1,1). i am not able to figure out why??? please help. Also while using FAVAR as an add-in when a dialogue box appears, i am not able to understand as to how the the vector of transformation code has to be added. if i write 1,5,5,5,4 etc then how would the package know as to what 1 and 5 and 4 means???. i am confused please help
regards
deepika
i was trying to run FAVAR using the example file favar_ex.prg. however when i run the program i get an error that there is syntax error in vector tcode =@fill(1,5,5,1,1,5,5,5,1,1,5,5,5,1,5,5,4,5,1,1). i am not able to figure out why??? please help. Also while using FAVAR as an add-in when a dialogue box appears, i am not able to understand as to how the the vector of transformation code has to be added. if i write 1,5,5,5,4 etc then how would the package know as to what 1 and 5 and 4 means???. i am confused please help
regards
deepika
Re: Favar QUESTION
What version of eviews do you use?
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- Posts: 11
- Joined: Tue Jul 26, 2016 3:39 am
Re: Favar QUESTION
hi
i am using eviews 7
regards
deepika
i am using eviews 7
regards
deepika
Re: Favar QUESTION
Maybe you need to upgrade the version 9. It is compatible with Eviews 9.
If you want to use the dialog, first create a vector of the transformation code. Then open the dialog and insert that vector into the box.
If you want to use the dialog, first create a vector of the transformation code. Then open the dialog and insert that vector into the box.
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- Posts: 11
- Joined: Tue Jul 26, 2016 3:39 am
Re: Favar QUESTION
Hi Dakila
Thanks for your prompt reply. can you give me an example of creating a vector of transformation code. suppose i have 3 series. X, Y,Z. so if my transformation code is 1=no transformation, 4=first difference, and 5=logarithm. then do i transform the series in the workfile and create a group of transformed series???. if not then what is the other way out??.
also i have one more query that transformation vector would be of y variable and the group of variables we are interested in for obtaining impulse responses??
Thanks
Deepika
Thanks for your prompt reply. can you give me an example of creating a vector of transformation code. suppose i have 3 series. X, Y,Z. so if my transformation code is 1=no transformation, 4=first difference, and 5=logarithm. then do i transform the series in the workfile and create a group of transformed series???. if not then what is the other way out??.
also i have one more query that transformation vector would be of y variable and the group of variables we are interested in for obtaining impulse responses??
Thanks
Deepika
Re: Favar QUESTION
Sorry, the add-ins only allows log(4) and first diff of log(5). You can not define the transformation code.
For example, use the following command to transform your series.
series dlgdp=dlog(gdp). for first diff of log
series lgdp=log(gdp). for taking log
For example, use the following command to transform your series.
series dlgdp=dlog(gdp). for first diff of log
series lgdp=log(gdp). for taking log
Re: Favar QUESTION
dakila wrote:Maybe you need to upgrade the version 9. It is compatible with Eviews 9.
If you want to use the dialog, first create a vector of the transformation code. Then open the dialog and insert that vector into the box.
Dear dakila,
I tried to modify the code for creating vector tcode using this command:
vector(20) tcode
tcode.fill 1, 5, 5, 1, 1, 5, 5, 5, 1, 1, 5, 5, 5, 1, 1, 5, 4, 1, 1, 1
However, when I rerun the program, the Eviews stopped working and asked the program to be closed.
I can't figure out what was wrong. Does it relate to the Eviews version that I use?
I also use EViews 7 to run the program and install the add-ins.
And I don't think I will be able to upgrade to EViews 9 at the moment.
Please, any comment and advice would be much appreciated.
Thank you.
Re: Favar QUESTION
Sorry, It is compatible with the version 9.
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Re: Favar QUESTION
hi
im working favar model with Eviews and I thank you for your guidance.
I have a few questions
1- what do you mean from I(0),I(1) factors?You're talking about stability?
2-when I run program[ 'Stock and Watson (2002) - I(0) factors where T>N] "for statement unterminated in "for !J=1 to 20"
please guide me
im working favar model with Eviews and I thank you for your guidance.
I have a few questions
1- what do you mean from I(0),I(1) factors?You're talking about stability?
2-when I run program[ 'Stock and Watson (2002) - I(0) factors where T>N] "for statement unterminated in "for !J=1 to 20"
please guide me
Re: Favar QUESTION
I could not understand the questions. I never mentioned I(0) and I(1) factors. The add-in replicates Bernanke Boivin Eliasz (2005).
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