Search found 5 matches

by mokkeliner
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...
by mokkeliner
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...
by mokkeliner
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.
by mokkeliner
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
by mokkeliner
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...

Go to advanced search