Manually seting VAR coefs

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

binhpham79
Posts: 2
Joined: Fri Apr 27, 2018 12:08 pm

Manually seting VAR coefs

Postby binhpham79 » Mon May 14, 2018 1:15 am

Hi Eviews,

I am new to Eviews. I wonder that is there anyway to manually set VAR coefficient matrix after estimating to compute IRFs? For example, I estimate a VAR model, then I do experiment by imposing some coefficients = 0 or any values, and redraw and compare theirs IRFs.

I see that Eviews VAR data members are read-only attributes, hence, doing so needs to program each equation. If it could coerce coeff matrix to the current VAR object things would be easier as we can go back and forth. Any idea?

Thanks.

Return to “Programming”

Who is online

Users browsing this forum: Google [Bot] and 9 guests