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You should upgrade the eviews to version 10.

Hi Dakila,

thank you for reply.
As you suggested I upgraded to Eviews 10.
However it returns me the message: Error 14 in the encrypted program.
Could you please guide me?

Thank you for your time

Could you be more specific?
Can you run the example file, for example lbvar_ex0.prg?

Hi Dakila, I am currently using the feature and it works very well. I was just wondering however, whether there is a way to run RMSE or MAE tests for the estimated LBVAR and whether it is possible to specify another structural estimation besides Cholesky and Generalised.

Thank you in advance

Hi
i have this error message when i compute lbvar
MIXED is not a valid view for TEMP
how can i solve it ?

THANKS

Hi
What is the version of Eviews you use?

hi

eviews9. I I just tried it with eviews10, the problem is solved.

thanks

The LBVAR add-in is updated. Now it includes Pandemics Prior of Cascaldi-Garcia (2022). I would like thank Dr. Ole Rummel (SEACEN centre) for suggestions and comments on Pandemic Priors.

Hi, is there a command to get the output lbvar specification so we know the coefficient?

No. I will try to include this option to get the coefficients soon.

thank you, it would be wonderful

Sorry, I forget. I already included the option to save the coefficients. Command is save=1.
For example:

The coefficients are saved into beta_coef matrix.

thank you

another question, does pand=1 option works with quarterly data? I try, but it throws internal error 6, 169 and 500

It should work with quaterly data. Could you provide the data and instruction?

the first five commands work just fine

lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lcsgnl @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lingnl @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lspen @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lrev @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl

the last one is not:

lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" , pand=1, dummy="dum1 dum2 dum3 dum4 dum5 dum6 dum7 dum8", covper=8, eps=0.001 ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl

thank you very much for your help

kind regards,
ginanjar