Search found 8 matches

by przem
Tue Aug 12, 2014 1:12 am
Forum: Data Manipulation
Topic: Filling vector with appropriate matrix elements
Replies: 2
Views: 3923

Re: Filling vector with appropriate matrix elements

It works!
Thank you :)
by przem
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...
by przem
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
by przem
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.
by przem
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...
by przem
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.
by przem
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
by przem
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:
varcovmatrix.png
varcovmatrix.png (59.73 KiB) Viewed 10222 times
If not pleas tell me where can I find option to set the matrix.

Thank you in advance.

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