EViews.com

It works on EViews 9.5 Student Version Lite... Hi Gareth, Sorry to be a pain again. I have entered the command as you instructed, however, I am now met with the error message "Index missing in OI1.@companion"". What does this mean? Is it possible to rectify. Thank you for your on goi...

I have the student lite version, does it not work on that?

varname.@companion returns the companion matrix of the VAR. You can then find the eigenvalues with the @eigenvalues function. thank you for this. i have input the command, however, when I enter the command I am met with the message "@COMPANION is not a member or procedure of NOPI1" what w...

Hello,

I am currently constructing a unrestriced VAR with 4 variables. As I want to use impulse response functions I want to test for stability in the system. Is it possible to find the eigenvalues of the "companion matrix" of the system using eviews?

Regards,

Sam

Hello, I have an extremely basic question but its one i just want to confirm. When I create a VAR I move to the estimation output page, which gives me the SE and t-statistics of the coefficients. What is the t-statistic testing? if it is significant, does that imply granger causality or that it is j...

Hello, I am trying to create a 5 variable VAR model. However, although there is no autocorrelation, when I perform white tests on my model hetroskelaticity is present. My data is all I(0) and I do not want to increase the lags as this will cause the problem of overfitting as I only have 75 observati...

Hi Sam,

You need to convert the quarterly data into the monthly.

Hi dakila,

Thank your for your reply.

I can not convert my data into monthly data as this is not available for all variables.

Can you think of another solution?

Thanks

Hello, I am completing a paper on the effects of the oil price on the brazilian economy. I am using a level VAR model and want to include the following variables: GDP, INflation, interest rates, terms of trade, family consumption and the oil price. However, due to the lack of data in Brazil I only h...