Thank you Dakila,
Actually the impulse response works well for me.
I am interested in the variance decomposition and historical decomposition codes only now.
Many thanks in advance
Search found 4 matches
- Tue Jan 10, 2023 8:57 pm
- Forum: Estimation
- Topic: IRF in VARX
- Replies: 8
- Views: 21410
- Mon Jan 09, 2023 10:58 pm
- Forum: Estimation
- Topic: IRF in VARX
- Replies: 8
- Views: 21410
Re: IRF in VARX
Many thanks Matt,
It was very useful and it worked.
Could you please also help with extra code (for the first one in this topic) to produce and chart historical decomposition and variance decomposition?
Many thanks in advance
It was very useful and it worked.
Could you please also help with extra code (for the first one in this topic) to produce and chart historical decomposition and variance decomposition?
Many thanks in advance
- Sun Jan 08, 2023 12:50 am
- Forum: Estimation
- Topic: IRF in VARX
- Replies: 8
- Views: 21410
Re: IRF in VARX
Hello,
I tried to replicate your code for VARX but apparently I have an issue with the solve function.
It gives me the error "Error in Sample: Range Error in "M.SOLVE"". Could you please clarify what might be the issue and how to solve it?
Many thanks
I tried to replicate your code for VARX but apparently I have an issue with the solve function.
It gives me the error "Error in Sample: Range Error in "M.SOLVE"". Could you please clarify what might be the issue and how to solve it?
Many thanks
- Wed Dec 14, 2022 1:05 am
- Forum: Programming
- Topic: Programming of Standard GARCH, TARCH, IGARCH and EGARCH
- Replies: 1
- Views: 2551
Programming of Standard GARCH, TARCH, IGARCH and EGARCH
Hello, I have a project where I have to do estimations by using univariate Standard GARCH, TARCH, IGARCH and EGARCH. Below are the codes I use extracted from a loop and would appreciate if you could advise whether they are correct (I am pretty sure that TARCH and EGARCH are not), but was not able to...