SVAR long run restrictions code error

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Upile
Posts: 3
Joined: Wed Dec 06, 2017 3:54 am

SVAR long run restrictions code error

Postby Upile » Wed Dec 06, 2017 5:46 am

Hello,

I've been trying to impose long run restrictions on a VAR. I want to impose a diagonal F matrix by running the following codes

var varname.ls 1 12 lgdp inflation int_rate
varname.append(svar) @diag(f)
varname.svar

or
var varname.ls 1 12 lgdp inflation int_rate
varname.append(svar) @f=matrixf ' (having already created matrixf with NAs in the main diagonal)
varname.svar

I get the following error "Illegal specification . Restriction type for SVAR not specified in "DO_ VARNAME.SVAR".


using the code
var varname.ls 1 12 lgdp inflation int_rate
varname.svar(f=matrixf)

I get the message "Illegal specification . Restriction type for SVAR not specified in "DO_ VARNAME.SVAR(F=MATRIXF)".


Where am I going wrong?
Thanks in advance

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11500
Joined: Tue Sep 16, 2008 5:38 pm

Re: SVAR long run restrictions code error

Postby EViews Gareth » Wed Dec 06, 2017 5:59 am

Which version of EViews?
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EViews Matt
EViews Developer
Posts: 165
Joined: Thu Apr 25, 2013 7:48 pm

Re: SVAR long run restrictions code error

Postby EViews Matt » Wed Dec 06, 2017 10:04 am

That error arises when you try to use the new EViews 10 SVAR syntax with an earlier version of EViews. You'll have to use the "old" syntax matching your version. You can learn the old syntax from the local EViews help system, e.g., in the object reference for VARs, rather than the online help (which is for the latest version of EViews).

Upile
Posts: 3
Joined: Wed Dec 06, 2017 3:54 am

Re: SVAR long run restrictions code error

Postby Upile » Wed Dec 06, 2017 3:00 pm

I’m using eviews 9.

EViews Matt
EViews Developer
Posts: 165
Joined: Thu Apr 25, 2013 7:48 pm

Re: SVAR long run restrictions code error

Postby EViews Matt » Wed Dec 06, 2017 3:17 pm

In which case you'll need to use something like:

Code: Select all

varname.svar(rtype=patlr,namelr=matrixf)

Upile
Posts: 3
Joined: Wed Dec 06, 2017 3:54 am

Re: SVAR long run restrictions code error

Postby Upile » Wed Dec 06, 2017 6:15 pm

It worked. Thanks guys. I appreciate it


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