It works!
Thank you :)
Search found 8 matches
- Tue Aug 12, 2014 1:12 am
- Forum: Data Manipulation
- Topic: Filling vector with appropriate matrix elements
- Replies: 2
- Views: 3923
- Mon Aug 11, 2014 1:17 am
- Forum: Data Manipulation
- Topic: Filling vector with appropriate matrix elements
- Replies: 2
- Views: 3923
Filling vector with appropriate matrix elements
Hi, I have one problem - I want to set vector which is composed of some elements of variance-covariance matrix of residuals. I place example below. Przechwytywanie.JPG I have matrix like above and I need vector with 4 rows filled with elements from the matrix: -c1,r2/c3,r2 1 -c3,r1/c2,r2 c4,r3/c4,r4...
- Mon Aug 04, 2014 4:42 am
- Forum: Estimation
- Topic: Variance-covariance matrix
- Replies: 6
- Views: 10224
Re: Variance-covariance matrix
Ok, thanks a lot. And I have one additional problem. You are expert, can you look at that [http://forums.eviews.com/viewtopic.php?f=3&t=10690] and maybe help me. It is really important for me.
Thank you again
Thank you again
- Mon Aug 04, 2014 4:32 am
- Forum: Estimation
- Topic: Variance-covariance matrix
- Replies: 6
- Views: 10224
Re: Variance-covariance matrix
Variance-covariance matrix of coefficients.
- Mon Aug 04, 2014 3:39 am
- Forum: Data Manipulation
- Topic: Impulse response function
- Replies: 1
- Views: 3562
Impulse response function
Hello, I have one problem with impulse response function. I am defining my own shock in the residual vector and have problem with reaction in 0 period. To be more specified I am placing chart below. impulse.JPG As you can see I can observe effect from period 1. Maybe anyone knows how to set the opti...
- Sun Aug 03, 2014 11:29 pm
- Forum: Estimation
- Topic: Variance-covariance matrix
- Replies: 6
- Views: 10224
Re: Variance-covariance matrix
I need general variance-covariance matrix of the VAR model.
- Fri Aug 01, 2014 1:58 am
- Forum: Estimation
- Topic: Impulse response function
- Replies: 0
- Views: 2413
Impulse response function
Hi,
I have estimated VAR model. I want check the reaction on impulse defined by me. I am also interested in reaction in period 0 and unfortunatelly Eviews start to show the reaction from the first period. Is it possible to set the impulse in 0 period?
Thank you in advance
I have estimated VAR model. I want check the reaction on impulse defined by me. I am also interested in reaction in period 0 and unfortunatelly Eviews start to show the reaction from the first period. Is it possible to set the impulse in 0 period?
Thank you in advance
- Fri Aug 01, 2014 12:57 am
- Forum: Estimation
- Topic: Variance-covariance matrix
- Replies: 6
- Views: 10224
Variance-covariance matrix
Hey
I have estimated a VAR model and now I need a variance-covariance matrix. Can anyone tell me whether it is there: If not pleas tell me where can I find option to set the matrix.
Thank you in advance.
I have estimated a VAR model and now I need a variance-covariance matrix. Can anyone tell me whether it is there: If not pleas tell me where can I find option to set the matrix.
Thank you in advance.
