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- Wed Oct 06, 2021 9:45 am
- Forum: Programming
- Topic: Rolling impulse-response in a VAR
- Replies: 1
- Views: 8200
Rolling impulse-response in a VAR
Greetings. I have a problem when performing impulse-response analysis in a rolling VAR. Specifically, it sends me a message pointing out that the matrix of responses is already defined when 1 observation is added to the sample and then it stops. My programme is series(197,1) resinf for !i=48 to 197 ...