I wanted to come back to this question because my earlier queries may not have been sufficiently clear. As it turns out, in response to a question I posed on programming loops, Gareth concocted a small programme which I am able now to use to illustrate better my earlier problems.
The programme is
Code: Select all
create u 1000
series lm2 = nrnd
series rl = nrnd
series rs = nrnd
for !i = 1 to 9
bvar(Prior=2,c,it,h=20,a1=w1,a2=0.5,a3=0.1,irfper=20) 4 lm2 rl rs
When it is run, it produces 9 BVARs, each supposedly with a different value for a1. However, if you check the actual BVAR outputs, you will see that in fact they are all identical: the changes in a1 are nor being picked up. That is the problem to which I referred.
I tried editing "bvar.prg" myself, trying what seemed to be the easiest possible solution (replacing "lambda1" etc in lines 140, 144 and 149 with "a1" etc), but the result was a failure. Hence my appeal to you.