mistake SVARPatterns published

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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

mistake SVARPatterns published

Postby ecofin » Wed Jan 22, 2014 6:09 am

hi
there is mistake in the publication date of the add-in SVARPatterns published in 15 jan 2014 not 15 jan 2015 (see Add-in Objects).

terrya
Posts: 107
Joined: Wed Aug 26, 2009 2:37 pm

Re: mistake SVARPatterns published

Postby terrya » Wed Jan 22, 2014 12:58 pm

Also I haven't been able to get the add-in to work on a model that I've estimated already in RATS. It appears to give no output. My short and long patterns were identical with those I used in RATS. Or, perhaps, I've misunderstood the instructions. Is there an example that could be used to check the user's implementation?

trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: mistake SVARPatterns published

Postby trubador » Wed Jan 22, 2014 2:49 pm

There are too many potential cases, so it would be more efficient to see your model and workfile.

terrya
Posts: 107
Joined: Wed Aug 26, 2009 2:37 pm

Re: mistake SVARPatterns published

Postby terrya » Wed Jan 22, 2014 3:08 pm

Here is the workfile.
Attachments
bjornland.wf1
(33.75 KiB) Downloaded 328 times

trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: mistake SVARPatterns published

Postby trubador » Thu Jan 23, 2014 12:51 am

If you run the following command:

Code: Select all

bjvar.svarpatterns(shortmat=short,longmat=long,factormat=fmat,estimate)

You'll get the following factor matrix:

Code: Select all

0.436310   0.000000   0.000000   0.000000   0.000000
0.033299   0.657013   0.000000   8.08E-17   1.07E-16
0.269449   0.221643   2.010689   0.000000   6.97E-18
0.245102   0.043551   0.077802   0.377272   -0.361487
2.118307   2.644614   -0.267502   9.575080   8.140603

terrya
Posts: 107
Joined: Wed Aug 26, 2009 2:37 pm

Re: mistake SVARPatterns published

Postby terrya » Thu Jan 23, 2014 1:43 am

I did that but didn't get the factor matrix. Perhaps there's another problem, but I'll check if I can replicate your result.

terrya
Posts: 107
Joined: Wed Aug 26, 2009 2:37 pm

Re: mistake SVARPatterns published

Postby terrya » Thu Jan 23, 2014 1:51 am

Hi

I reinstalled the add-in and replicated your result. There must have been something dodgy about the original installation.

Thanks for your help.

trubador
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Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: mistake SVARPatterns published

Postby trubador » Thu Jan 23, 2014 2:26 am

Actually, it was my mistake. EViews has nice string equality functions, but I did not use them. I made the necessary changes, and I am glad to hear that it is working.


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