SVAR

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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Azza
Posts: 3
Joined: Wed Apr 18, 2018 11:41 pm

SVAR

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

Hi
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?

thanks

EViews Matt
EViews Developer
Posts: 239
Joined: Thu Apr 25, 2013 7:48 pm

Re: SVAR

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

Hello,

Regarding (B), you'll need to either use the sirf EViews add-in or manually extract the standard error information can 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.


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