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Re: Diebold-Yilmaz index
Posted: Wed Nov 14, 2018 7:52 pm
by dakila
Could you post the data?
Re: Diebold-Yilmaz index
Posted: Mon Jan 21, 2019 8:50 am
by xiaojiaoxiaojiao1994
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
Posted: Tue Jan 22, 2019 4:53 pm
by dakila
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.
Re: Diebold-Yilmaz index
Posted: Thu Feb 14, 2019 8:10 am
by xiaojiaoxiaojiao1994
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?
Re: Diebold-Yilmaz index
Posted: Sat Feb 16, 2019 1:00 am
by xiaojiaoxiaojiao1994
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 ?
Re: Diebold-Yilmaz index
Posted: Sat Feb 16, 2019 1:10 am
by xiaojiaoxiaojiao1994
pairwise spillovers =net pairwise spillovers ? what 's the difference between them?
Re: Diebold-Yilmaz index
Posted: Sun Feb 17, 2019 7:14 am
by dakila
Read the paper. it is different.
Re: Diebold-Yilmaz index
Posted: Fri Mar 01, 2019 7:39 pm
by xiaojiaoxiaojiao1994
how to choose number of random orderings (18=default),I use two variables,monthly data.please help me !
Re: Diebold-Yilmaz index
Posted: Sat Mar 02, 2019 2:46 am
by dakila
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
Posted: Tue Mar 19, 2019 8:57 am
by ana_lee
I can't find the instruction file. Does anyone have the pdf file?
Re: Diebold-Yilmaz index
Posted: Tue Mar 19, 2019 5:41 pm
by dakila
C:\Users\...\Documents\EViews Addins\Dyindex\Dyindex.pdf
Re: Diebold-Yilmaz index
Posted: Thu Mar 21, 2019 6:00 pm
by dakila
The dyindex add-in is updated. It now includes 'open docs' button and some minor bug fix.
Re: Diebold-Yilmaz index
Posted: Tue Mar 26, 2019 10:07 pm
by ana_lee
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
Posted: Thu Mar 28, 2019 11:47 pm
by ana_lee
Can we save the total spillover index result in spreadsheets if we don't run it using rolling windows?
Re: Diebold-Yilmaz index
Posted: Sun May 12, 2019 9:39 am
by Wiz_Ven
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.