ARW add-in
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ARW add-in
This thread is about the ARW add-in that implements Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.
Re: ARW add-in
Hi,
I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:
Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.
May I know how can I fix this problem?
Thank you
Pascal
I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:
Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.
May I know how can I fix this problem?
Thank you
Pascal
Re: ARW add-in
What is the version of Eviews you use? It only works for the version 11.
Re: ARW add-in
Dear dakila,
Thank you for your reply. I am using version 10.
Pascal
Thank you for your reply. I am using version 10.
Pascal
Re: ARW add-in
Dear dakila,
May I know how can I obtain the forecast error of variance decomposition with its long horizon?
Thank you
Pascal
May I know how can I obtain the forecast error of variance decomposition with its long horizon?
Thank you
Pascal
Re: ARW add-in
Just try to estimate the FEVD with the different long horizon and check the convergence.
Re: ARW add-in
Dear Dakila,
Thank you for your help.
Pascal
Thank you for your help.
Pascal
Re: ARW add-in
Dear Dakila,
When I try to estimate a zero and sign restricted VAR I always get error 15.
Do you know what might cause the problem?
I use these commands, I have 5 variables with monthly data.
matrix zeromatrix = @zeros(3,5)
zeromatrix(1,2)=1
zeromatrix(2,3)=1
zeromatrix(3,5)=1
matrix signmatrix =@zeros(2,5)
signmatrix(1,1)=1
signmatrix(2,4)=-1
arw(ndraws=1000, nsteps=24, horizons=2) 2 signmatrix zeromatrix @ lta lgdp lcp ciss lmro
When I try to estimate a zero and sign restricted VAR I always get error 15.
Do you know what might cause the problem?
I use these commands, I have 5 variables with monthly data.
matrix zeromatrix = @zeros(3,5)
zeromatrix(1,2)=1
zeromatrix(2,3)=1
zeromatrix(3,5)=1
matrix signmatrix =@zeros(2,5)
signmatrix(1,1)=1
signmatrix(2,4)=-1
arw(ndraws=1000, nsteps=24, horizons=2) 2 signmatrix zeromatrix @ lta lgdp lcp ciss lmro
Re: ARW add-in
I have version 11, and the newest version of the Add-in
Re: ARW add-in
If you don't know the restriction matrix syntax, you can use the dialogbox instead of command line
zero restriction matrix should be like this
matrix zeromatrix = @zeros(1,5)
zeromatrix(1,2)=1
zeromatrix(1,3)=1
zeromatrix(1,5)=1
zero restriction matrix should be like this
matrix zeromatrix = @zeros(1,5)
zeromatrix(1,2)=1
zeromatrix(1,3)=1
zeromatrix(1,5)=1
Re: ARW add-in
Hi I’m running eviews 11 and the arw add in and get error 72 in encrypted program
Re: ARW add-in
Can you run the replication file (arw_ex.prg)?
Re: ARW add-in
Hi Dakila
Te program works. But when I try to replicate the results as in the blog http://blog.eviews.com/2019/12/sign-and ... l?m=1#sec6
It doesn’t and shows that error.
Te program works. But when I try to replicate the results as in the blog http://blog.eviews.com/2019/12/sign-and ... l?m=1#sec6
It doesn’t and shows that error.
Re: ARW add-in
How did you implement it on the menu driven interface? Could tell me the exact details? Could you attach it as a picture? For me it works.
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