I need to compute an historical decomposition of an estimated SVAR. Is it possible? How?
Thanks in advance for any help
Lucky
Historical decomposition for a SVAR
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Re: Historical decomposition for a SVAR
Hi Eviews Experts,
How can get the potential output or historical decomposition from an estimated SVAR ?
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
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
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
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
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!
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- HisDec.png (195.42 KiB) Viewed 6324 times
Re: Historical decomposition for a SVAR
Dear dakila, can you explain how I can read the results I got from output box in historical decomposition?
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