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Historical decomposition for a SVAR

Posted: Fri Apr 03, 2009 5:05 pm
by luckyluke09
I need to compute an historical decomposition of an estimated SVAR. Is it possible? How?
Thanks in advance for any help

Lucky

Re: Historical decomposition for a SVAR

Posted: Tue Nov 01, 2011 6:31 am
by nyankenda
Hi Eviews Experts,
How can get the potential output or historical decomposition from an estimated SVAR ?




luckyluke09 wrote:I need to compute an historical decomposition of an estimated SVAR. Is it possible? How?
Thanks in advance for any help

Lucky

Re: Historical decomposition for a SVAR

Posted: Wed Jun 27, 2018 8:27 pm
by Azza
Hi
I got the combined graphs for VAR Historical decomposition using eviews 10

How I can get the results in spreadsheet so I can redraw the graphs in excel?

using proc, make residuals or make structural residuals give me only the ability to draw one graph while I should have 6 graphs for six variables

thank you

Re: Historical decomposition for a SVAR

Posted: Wed Jun 27, 2018 11:23 pm
by dakila
Try to update your eviews. After that you will have the Output(optional) box. Look at the lower right corner of the dialog box.

Re: Historical decomposition for a SVAR

Posted: Thu Jun 28, 2018 6:01 pm
by Azza
dakila wrote:Try to update your eviews. After that you will have the Output(optional) box. Look at the lower right corner of the dialog box.


Thank you
I followed your instruction, in the output box they ask for series basename and group name and it doesn't work without series basename so I put GDP but I got this result attached picture, it doesn't show the name of other variables only GDP which is the series basename!

Re: Historical decomposition for a SVAR

Posted: Tue Jul 31, 2018 3:35 am
by Azza
Dear dakila, can you explain how I can read the results I got from output box in historical decomposition?