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Many thanks for your reply.

I noticed that Eviews software adjusts my data automatically when estimating the VAR model using OLS. For example, my data was from 2000-2015, when I estimated the model I found that the system adjusted the sample to 2001-2015!. Any explanation for such kind of adjustment? by the way, I'm using Evie...

I'm running a VAR model to investigate the effect of increase and decrease of oil prices on the GDP growth and unemployment. The estimated VAR model using OLS has shown that the sign of the coefficient of the oil price increase is +0.057401 and the oil price decrease coefficient is +0.048091. Howeve...

Hi there I'm running a VAR model with five variables for the period 2000-2011. That's to say, 12 observations. I know the number of observations is small but the purpose of the research is to examine only this period. I succeeded in running all residual diagnosis tests except heteroscedasticity. I w...

Hi I'm using A VAR model to assess the impact of oil price shocks on some macroeconomic variable. Assuming that the sample period is 1990-2013, my question does the out come of Impulse Response Function with 10 years time horizon reflect impact in the future? that is, 2014-2023. Or only simulate the...

After running a stability diagonistic tests (Cusum test and Chow Breakpoint) I found that some of the time series have a structural break. My question is how to remove this structural break or how to deal with problem?

Hi Sakamuk Many thanks for your feedback. Yes, I'm running unrestricted VAR model. I've used Block GC available at EViews 8, which shows the causality between all independent variables to one dependent variable at a time. Another point is that IRF and Variance decomposition show the direction and th...

I'm using EViews 8, running a unrestricted VAR model. Checking the impact of oil price shocks on South Africa. Using three variables government revenues, money supply and real exchange rate. When I run Granger Causality test, the result shows no causality running from oil price shocks to other varia...