## ARW add-in

**Moderators:** EViews Gareth, EViews Moderator, EViews Esther

### ARW add-in

This thread is about the ARW add-in that implements Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.

### Re: ARW add-in

Hi,

I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:

Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.

May I know how can I fix this problem?

Thank you

Pascal

I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:

Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.

May I know how can I fix this problem?

Thank you

Pascal

### Re: ARW add-in

What is the version of Eviews you use? It only works for the version 11.

### Re: ARW add-in

Dear dakila,

Thank you for your reply. I am using version 10.

Pascal

Thank you for your reply. I am using version 10.

Pascal

### Re: ARW add-in

Dear dakila,

May I know how can I obtain the forecast error of variance decomposition with its long horizon?

Thank you

Pascal

May I know how can I obtain the forecast error of variance decomposition with its long horizon?

Thank you

Pascal

### Re: ARW add-in

Just try to estimate the FEVD with the different long horizon and check the convergence.

### Re: ARW add-in

Dear Dakila,

Thank you for your help.

Pascal

Thank you for your help.

Pascal

### Re: ARW add-in

Dear Dakila,

When I try to estimate a zero and sign restricted VAR I always get error 15.

Do you know what might cause the problem?

I use these commands, I have 5 variables with monthly data.

matrix zeromatrix = @zeros(3,5)

zeromatrix(1,2)=1

zeromatrix(2,3)=1

zeromatrix(3,5)=1

matrix signmatrix =@zeros(2,5)

signmatrix(1,1)=1

signmatrix(2,4)=-1

arw(ndraws=1000, nsteps=24, horizons=2) 2 signmatrix zeromatrix @ lta lgdp lcp ciss lmro

When I try to estimate a zero and sign restricted VAR I always get error 15.

Do you know what might cause the problem?

I use these commands, I have 5 variables with monthly data.

matrix zeromatrix = @zeros(3,5)

zeromatrix(1,2)=1

zeromatrix(2,3)=1

zeromatrix(3,5)=1

matrix signmatrix =@zeros(2,5)

signmatrix(1,1)=1

signmatrix(2,4)=-1

arw(ndraws=1000, nsteps=24, horizons=2) 2 signmatrix zeromatrix @ lta lgdp lcp ciss lmro

### Re: ARW add-in

I have version 11, and the newest version of the Add-in

### Re: ARW add-in

If you don't know the restriction matrix syntax, you can use the dialogbox instead of command line

zero restriction matrix should be like this

matrix zeromatrix = @zeros(1,5)

zeromatrix(1,2)=1

zeromatrix(1,3)=1

zeromatrix(1,5)=1

zero restriction matrix should be like this

matrix zeromatrix = @zeros(1,5)

zeromatrix(1,2)=1

zeromatrix(1,3)=1

zeromatrix(1,5)=1

### Who is online

Users browsing this forum: No registered users and 7 guests