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Hi

how much of a percentage change is a ONE SD CHolesky DOF ?

Hello An important part of VAR analysis is to let the 'data decide what is x and y ' Quick ---> Estimate VAR ------> Endogenous variable..... and put x or w in exognous after C in that way at least you have defined some variables as predictors... Ln [ w ] = c β1x β2y β2z Ln [ x ] = c β1x β2y not sur...

thank you Nishant

Say I wanted to investigate the effect of sugar price changes on several stock prices. 1) How do I add the (change) in the sugar price as an exxplanatory variable? 2) Is this the same thing as a first difference? 3) What if I add the sugar price variable, with all it's values in period 2000 - 2010,...

Hello Glenn 1) I did state in last post, all variables are log forms, I will consider level if it makes it easier. I changed the IRF from units to percent ( in log form ) and a typical response value changed from 0.02 ---> 0.2 % Is this correct use of percentage ? 2) Also a Cholesky SD .....a SD of ...

If the ADF results are all positive in second differences. etc ( no unit root ) and data is declared stationary. While the correlgrams implies something else, why don't you just take a individual stance at it? This is not a uncommon problem when doing multiple analysis and tests of the same anteced...

That didn't really answer my questions...... I'm not sure whether you (Glenn) is tired of all these noob questions or maybe don't get paid for doing this..... :D I need more practical answers, not something I could most likely google up myself. It might be I don't understand it conceptually, but I ...

the dotted / stippled lines show the standard error by +/- 2 let's say your data is in daily observations, you could in this way interpret the x-axis as number of days into the future. one could say the effect of one sd shock puts the response variable out of it's equilibrium and does not seem to re...

is it something wrong with my data, why are the standard error lines so wide?

I have transformed to log and using differenced D( X) ......

thank you NicolasR, 1) units do I need to transform them to percentage in eviews, or can I interpret them as percentage values 2) I still don't understand what exactly the value of one Cholesky SD is, basically a standard deviation of what may I ask? 3) I want to induce a 1 % shock, should I choose ...

Hello forumers 1) What does one SD Choleski factor shock imply? meaning is it a value like 0.01 % = 1 % etc 2) Example using IRF = response value of Y is 0.0010 If I divide -0.0010/0.01 = -0.1 (%) is this the percentage change ? 3) Can I from here generalize from here... meaning one SD Choleski fac...

hi NicolasR thank you for your reply, I'm not sure I have understood everthing, but it is a bit better, Impulse Response in Graph mode the horisontal line - x tells us about the number of ' days , months etc a shock is affecing the dependent variable. 1) what about the vertical line, y what are thos...

Hello,

what does the numbers on the Y-axis or Left axis mean?

hello,

beside Unit Root testing are there other assumptions I should look at before analysing data?

regarding time series

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