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Understood, thank you for responding so quickly. Are there currently any alternatives to determining the significance of FEVD's of VEC models currently supported by EViews version 13? I shall be sure to update my version in any case.

again, many thanks,

Andrew

Please may you let me know what WF stands for, apologies this is fairly new to me. In terms of the exact steps, I did not use code I simply used the drop down menus to specify my model, I will outline those steps now in case they are of use: 1) Select the variables I wish to model ( 7 variable syste...

Good Morning, I am currently running variance decompositions on some parameters in my estimated VAR and VEC models. I have found that when running a VAR model, I am able to generate Monte-Carlo standard errors along with my estimates. However, when running a VECM model, I can only generate estimates...

Thank you very much for your response. I have done some more reading on the Cholesky Decomposition and matrix algebra and with your answer things are certainly clearer now.

All the best,

Andrew

I am using EViews Version 12.

Good Morning, I have recently began experimenting with VAR modelling on EViews for my Undergraduate Research Project. My intention is to derive orthogonal impulse response functions so as to interpret both IRF and VEDC's in my analysis. My initial intention was to opt for a the Recursive SVAR with a...