For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Postby Azza » Fri Apr 20, 2018 7:01 pm

A - am using eviews 10 and am doing SVAR with 5 variables and I want to make sure that am doing the right process:
1 - select VAR
2 - use proc and estimate structural factorization and I impose restriction on B to be diagonal and on A I impose three more restriction on the lower triangular since I only to impose restriction on the contemporaneous restriction and no restriction on lags
3 - for IR I choose structural decomposition
4 - VD also I select structural decomposition

B- how I can change the analytic in IR from 68% error band?
C- how I can do the same process in A by using syntax?


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


Postby EViews Matt » Mon Apr 23, 2018 8:58 am


Regarding (B), you'll need to either use the sirf EViews add-in or manually extract the standard error information to reconstruct the graph(s) with the band size you want. This thread discusses both those options.

Regarding (C), the easiest way to get started is the perform those steps manually via the GUI and then look at the Command Capture output. You can use that code as the starting point for an EViews program.
Last edited by EViews Matt on Fri Jul 06, 2018 1:20 pm, edited 1 time in total.

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Joined: Wed Jul 04, 2018 11:13 pm


Postby qabil » Fri Jul 06, 2018 12:02 pm

Hi everyone,

I have a question regarding conditional forecasts from a SVAR. I proceed as follows:

- Run an unrestricted VAR
- Impose long-run restrictions via LR matrix
- Estimate the SVAR
- make model svarmod
- Produce IRs via structural decomposition

The IRs of SVAR are different from UVAR. Fine until now!

However, when I 'exclude/override' some variables to forecast from model (svarmod), the forecasts are exactly the same as those from UVAR.

Do I miss something???


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