EViews.com

thank you for your response.
The problem is that I want to find the orthogonal residual matrix from the svar associated with a var and l dont how to create this matrix or how to create the svar with my original var.

Hi everyone,
I have a residual matrix of his variance and covariance, however it is not ortogonal, how can I find the corrected model?
Is this the SVAR model?


Thank you!

Hi, i want to know, how to do estimate the matrix of autocovariance 0 and 1 of a var. I think, a loop could help me, but i don´t know how to use it. this is my var wfcreate u 1 600 smpl @first @first+1 series w= nrnd*@mean(9)*@sqrt(15) series y= nrnd*@mean(12)*@sqrt(8) smpl @first+2 @last series u= ...

Hi,
I have two ar(2) series, and I want to create a var (1). But when I estimate a var in eviews, it gives to me a var (2).
These are my ar (2) series

xt = 0,2xt−1 + 0,3xt−2 + et
zt = 0,4zt−1 + 0,1zt−2 + ut

et and ut - N(0,1)


is there a command to represent a var (2) as var(1)