Hello everyone,
I am a new user of EViews. I am currently studing a VAR model and the impulse response function. I need to perform impulse reponse of the order 2 sd. There is no option available in eviews for the same. Can anyone suggest how to perform these impulse responses.
Thank you for help.
SVAR Impulse reponse for more than one sd
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Re: SVAR Impulse reponse for more than one sd
Hello,
Changing the magnitude of the impulses affects the magnitude of the responses, but not their shape. Is what you're trying to learn from the response functions related to their magnitude or shape?
Changing the magnitude of the impulses affects the magnitude of the responses, but not their shape. Is what you're trying to learn from the response functions related to their magnitude or shape?
Re: SVAR Impulse reponse for more than one sd
Try the sirf add-in.
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