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Wow, thanks for the answer Matt, really helped a lot!

Opps your right, I must have had a typo somewhere! Thank you! One follow up question: When I dont have a Var(1) but a Var(p), how would I calculate the IRFs then? I tried to calculate the IRFs for a Var(2) but couldn't get the IRFs again for period 3. I calulated Θ_2 = Φ_2*P where Φ_2 = A^2, so Θ_2=...

Dear all, when I try to calculate IRFs by hand my calculations differ from the calculations made by Eviews. Is that due to Eviews or me? So I have a VAR(1) and want to trace a S.D. shock through the system. I use Cholesky decomposition on the variance covariance matrix which gives me my P matrix whi...