Favar QUESTION

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gpriest1412
Posts: 4
Joined: Sun Jan 31, 2016 6:29 pm

Favar QUESTION

Postby gpriest1412 » Sun Jan 31, 2016 6:34 pm

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!

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Sun Jan 31, 2016 7:43 pm

There is example file (favar_ex.prg) and instruction pdf file in the FAVAR add-in folder.

gpriest1412
Posts: 4
Joined: Sun Jan 31, 2016 6:29 pm

Re: Favar QUESTION

Postby gpriest1412 » Mon Feb 01, 2016 1:57 am

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?

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Mon Feb 01, 2016 2:22 am

Could you post the file?

PHELLA
Posts: 1
Joined: Sat Mar 05, 2016 10:10 am

Re: Favar QUESTION

Postby PHELLA » Sat Mar 12, 2016 3:35 am

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!

deepika@econdse.org
Posts: 3
Joined: Tue Jul 26, 2016 3:39 am

Re: Favar QUESTION

Postby deepika@econdse.org » Tue Jul 26, 2016 3:49 am

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

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Tue Jul 26, 2016 3:57 am

What version of eviews do you use?

deepika@econdse.org
Posts: 3
Joined: Tue Jul 26, 2016 3:39 am

Re: Favar QUESTION

Postby deepika@econdse.org » Tue Jul 26, 2016 4:13 am

hi

i am using eviews 7

regards
deepika

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Tue Jul 26, 2016 4:36 pm

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.

deepika@econdse.org
Posts: 3
Joined: Tue Jul 26, 2016 3:39 am

Re: Favar QUESTION

Postby deepika@econdse.org » Wed Jul 27, 2016 1:37 am

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

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Wed Jul 27, 2016 2:32 am

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

ajoeqnant
Posts: 1
Joined: Thu Aug 11, 2016 7:54 am

Re: Favar QUESTION

Postby ajoeqnant » Thu Aug 11, 2016 8:21 am

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.

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Sat Aug 13, 2016 4:14 pm

Sorry, It is compatible with the version 9.

hamidlalkhezri
Posts: 7
Joined: Sat Mar 25, 2017 11:54 pm

Re: Favar QUESTION

Postby hamidlalkhezri » Sat Apr 08, 2017 6:41 am

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

dakila
Posts: 259
Joined: Tue Nov 24, 2015 4:57 pm

Re: Favar QUESTION

Postby dakila » Sun Apr 09, 2017 7:07 am

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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