Historical decomposition for a SVAR

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luckyluke09
Posts: 1
Joined: Fri Apr 03, 2009 4:57 pm

Historical decomposition for a SVAR

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

Lucky

nyankenda
Posts: 1
Joined: Sun Oct 16, 2011 12:16 pm

Re: Historical decomposition for a SVAR

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

Azza
Posts: 8
Joined: Wed Apr 18, 2018 11:41 pm

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

dakila
Posts: 374
Joined: Tue Nov 24, 2015 4:57 pm

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.

Azza
Posts: 8
Joined: Wed Apr 18, 2018 11:41 pm

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!
Attachments
HisDec.png (195.42 KiB) Viewed 1784 times

Azza
Posts: 8
Joined: Wed Apr 18, 2018 11:41 pm

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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