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Hi Alfred, Here are the revised steps. Note that step 4 is different from my previous post. If you have to go through these steps multiple times, you may want to write a program (or programs) to automate as much of this process as you can. Please check the command capture window for guidance. 1. In ...

Hi, You can output posterior draws for the forecast into a new page and compute any posterior quantities of interest there. In your case, to get posterior standard deviation on BVAR forecasts: 1. In the forecast dialog, enter a name for the new page containing your draws in the edit field under &quo...

Hi Fabio,

Thank you for your patience.

We will have credibility intervals for BVAR (but not Bayesian MIDAS) in EViews 15.

We do not have a release date yet for EViews 15, but hopefully this year.

Best,
Kai

Hi,

EViews does not currently support variance decomposition for the Bayesian TVCVAR; please see the forum post viewtopic.php?p=71090.

Hi,

That does seem odd. Do you have a workfile you can share with us that exhibits this behavior?

I do not.

There is no built-in support for BTVCVAR variance decomposition at the moment, but it should be possible to write a program using the draws from the posterior distribution. To gain access to the posterior draws, click on the Proc button in the VAR toolbar, then select “Put Posterior Draws in New Pag...

Yes, impulse response results should be invariant to Cholesky ordering under impulse methods that use a diagonal error covariance matrix.

A fix will be included in the patch after the current one.

Can you post your workfile?