I would like to solve the following system of equations with x1 and x2 being the endogenous variables and z1 and z2 being the exogenous variables, with be_c being the matrix of coefficients estimated my means of a VAR
model sys01
sys01.append X1 = be_c(1,1)*X1(-1) + be_c(2,1)*X2(-1) + be_c(14,1)*Z1 + be_c(15,1)*Z2
sys01.append X2 = be_c(1,2)*X1(-1) + be_c(2,2)*X2(-1) + be_c(14,2)*Z1 + be_c(15,2)*Z2
sys01.solve
How can I inform Eviews that z1 and z2 should be treated as exogenous variables?
Thank you,
Roberto
Model simulation with exogenous variables
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Model simulation with exogenous variables
EViews knows. You don't need to tell it.
Follow us on Twitter @IHSEViews
Return to “General Information and Tips and Tricks”
Who is online
Users browsing this forum: No registered users and 21 guests