EViews.com

Hi Guys,

Need help about this, could you please detail the univariate case used for initial residual covariance ?
Is it a simple AR(p) on each endogenous variable (p being endogenous lags)?

Thanks

Roman

Hi Guys, In the BVAR doc for the litterman prior, it is mentioned that EViews offers three choices of an estimator of the Matrix SIGMA. One of them is the Univariate AR where SIGMA is a diagonal matrix where the (i,i)-th element is given by the standard OLS estimate of the error variance calculated ...

Unfortunately it is the BVAR I am interested in (need to shrink the system).
The only alternative that I see is calling R functions from the MSBVAR package...

Hi Gareth,

Thanks for prompt reply. It is quite urgent for me to have that feature.
Do you think you could release this feature in a patch ?

Hi Guys,

There is a limitation of 30 endogenous variables for VAR models (including BVAR). Is there a way to turn that off ?
If not, what do you recommend to overcome that ?

Thank you.

Regards,

Roman

Hello, I have EViews 9. I would have 2 questions about constrained least square estimation: 1. Let's say I want to estimate the equation Y=Beta_0 + Beta_1*X+res I would like to know if there is a way to impose the estimation of Betas under the constraint of non negative Y (ie: Y>0) in the fitting pr...

Hi Gareth, Thanks for your answer. Just other users information, I found what I needed for my fan charts statistics using the @quantilesby function. The function allows to compute different quantiles by value of a cross section (useful with panel data). These values can then be used in a mixed graph...

Thanks,

Any idea for the fan charts ?

Regards,

R

Hi, I use EViews 9. I have built a system of equations and run a stochastic simulation in the solve interface. EViews interface provides some outputs like Mean+/- 2 SD for each forecast. I have several questions: 1- I would be interested in getting other outputs such as median and other percentiles ...

Hello,

I use the enterprise version of EViews 9 and have access to Moody's services. Is it possible to download Moody's data directly from their web servers using the database registry entry feature ?

Thanks for your answer.

Regards,