Model simulation with exogenous variables

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RDS
Posts: 52
Joined: Thu Feb 17, 2011 9:50 am

Model simulation with exogenous variables

Postby RDS » Mon Nov 28, 2016 5:49 am

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11405
Joined: Tue Sep 16, 2008 5:38 pm

Re: Model simulation with exogenous variables

Postby EViews Gareth » Mon Nov 28, 2016 8:42 am

EViews knows. You don't need to tell it.
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