Diebold-Yilmaz index
Moderators: EViews Gareth, EViews Moderator, EViews Esther
Re: Diebold-Yilmaz index
Could you post the data?
-
- Posts: 6
- Joined: Mon Jan 21, 2019 2:11 am
Re: Diebold-Yilmaz index
hello.I have two problems.when i run DYindex using eviews,there is a error message"@row is not a member or procedure of GFEVD ";I don't know how to solve it? another problem is that i can't identify number of lags.I am grateful if you can help me .thanks a lot!
Re: Diebold-Yilmaz index
What is the eviews version you are using? Can you run example program dyindex_ex1.prg?
If you have the old version, try to upgrade it to the version 10.
If you have the old version, try to upgrade it to the version 10.
-
- Posts: 6
- Joined: Mon Jan 21, 2019 2:11 am
Re: Diebold-Yilmaz index
dakila wrote:What is the eviews version you are using? Can you run example program dyindex_ex1.prg?
If you have the old version, try to upgrade it to the version 10.
Thank you for your answer,I upgrate it and solve above questions.But I get another problem,how to calculate “directional spillovers”,"net spillovers"using eviews, could you teach us how to calculate dyindex12 using eviews?
-
- Posts: 6
- Joined: Mon Jan 21, 2019 2:11 am
Re: Diebold-Yilmaz index
paolo.zanghieri wrote:thanks a lot. Just a final clarification. the series pc_i_J must be interpreded as share of unit i's variability due to j? Moreover each column in the fromvar (tovar) matric is the chare of variance due to (contributing to) other units, right? thanks again
pairwise spillovers =net pairwise spillovers ?
-
- Posts: 6
- Joined: Mon Jan 21, 2019 2:11 am
Re: Diebold-Yilmaz index
pairwise spillovers =net pairwise spillovers ? what 's the difference between them?
Re: Diebold-Yilmaz index
Read the paper. it is different.
-
- Posts: 6
- Joined: Mon Jan 21, 2019 2:11 am
Re: Diebold-Yilmaz index
how to choose number of random orderings (18=default),I use two variables,monthly data.please help me !
Re: Diebold-Yilmaz index
Did you read the document pdf? Use random option. For example,
Code: Select all
dyindex(random=18) 2 @ rrdjia rrftse rrfra
Re: Diebold-Yilmaz index
I can't find the instruction file. Does anyone have the pdf file?
Re: Diebold-Yilmaz index
C:\Users\...\Documents\EViews Addins\Dyindex\Dyindex.pdf
Re: Diebold-Yilmaz index
The dyindex add-in is updated. It now includes 'open docs' button and some minor bug fix.
Re: Diebold-Yilmaz index
In Diebold-Yilmaz (2012), there are Total Spillovers, Directional Spillovers, Net Spillovers, and Net Pairwise Spillovers. Can we calculate the others spillover index too using this add-ins?
Re: Diebold-Yilmaz index
Can we save the total spillover index result in spreadsheets if we don't run it using rolling windows?
Re: Diebold-Yilmaz index
Dear guys,
I write to you because I have a problem with this add-in. When I run the add-in with eviews 10, the following error appears: "Error 127 in encrypted program". In particular, this error appears when I select the Generalized IRF for all the variables (x1,..,x6) with a lag of 1. To be clearer, I also uploaded my Eviews file. Thank you for your help.
I write to you because I have a problem with this add-in. When I run the add-in with eviews 10, the following error appears: "Error 127 in encrypted program". In particular, this error appears when I select the Generalized IRF for all the variables (x1,..,x6) with a lag of 1. To be clearer, I also uploaded my Eviews file. Thank you for your help.
- Attachments
-
- DY_example.WF1
- (19.99 KiB) Downloaded 562 times
Who is online
Users browsing this forum: No registered users and 42 guests