Search found 5 matches
- Thu Aug 07, 2014 7:02 am
- Forum: Estimation
- Topic: VECM impulse response problem
- Replies: 0
- Views: 1613
VECM impulse response problem
I have been computing impulse responses for several VECM's and it seems as though in eviews the impulse response is the accumulated impulse response and the accumulated impulse response is the accumulated accumulated impulse response (they just keep on rising or declining endlessly). The impulse res...
- Wed Aug 06, 2014 2:34 am
- Forum: Programming
- Topic: How to re-use forecasted data
- Replies: 6
- Views: 3670
Re: How to re-use forecasted data
It seems that the following routine is working. Apparently I forgot to redefine each variable (in this model: i,u,p,bbp,s_sa,di) with the newly forecasted data. Thanks for your input Gareth. (the scenario is labeled _2 instead of _1) model.scenario(n,a=2) "alternative" smpl 2014:1 2014:1 m...
- Tue Aug 05, 2014 8:18 am
- Forum: Programming
- Topic: How to re-use forecasted data
- Replies: 6
- Views: 3670
Re: How to re-use forecasted data
s_sa is actually the seasonally adjusted variable (hence _sa)
The variable is called s_sa_0 and s_sa_1 in the scenario's. It seems that a command s_sa_1=..... (instead of s_sa=...) does not work either.
The variable is called s_sa_0 and s_sa_1 in the scenario's. It seems that a command s_sa_1=..... (instead of s_sa=...) does not work either.
- Tue Aug 05, 2014 7:43 am
- Forum: Programming
- Topic: How to re-use forecasted data
- Replies: 6
- Views: 3670
Re: How to re-use forecasted data
Endogenous
- Tue Aug 05, 2014 1:27 am
- Forum: Programming
- Topic: How to re-use forecasted data
- Replies: 6
- Views: 3670
How to re-use forecasted data
I am trying to give stepwise exogenous shocks to my forecast, but when I try to forecast in steps, EViews simply forgets the previous forecast. I estimated a VECM (quarterly data from 1985:1 untill 2013:4) and when I try to solve it like this, it works just like it should: model.scenario(c) "ba...
