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Thank you for your comment. I am using long run restrictions. Any help would be appreciated.

I am trying to compute historical decompositions from a SVAR and would like to put these in a graph. Is there an add-in I can use or a program that will help me with this?

I appreciate your help.

Thank you for the reply Gareth and I agree. What I would like to know specifically is how I can loop the steps more succinctly and input the RMSEs into a matrix. If this is still too broad, please let me know. I will keep trying until I get it right! :D

Since I am new to this forum, is there a better approach for me to take to get answers for my question? I have posted before and never had any feedback and I am concerned that I will not get any feedback for this post. Please let me know how I can be more efficient in my questions that will allow fo...

I am trying to forecast a variable (gp) using different variables, including the AR model below. I am going to look at different steps of 1,3,9,and 12 for three different periods. This can be quite cumbersome and time consuming, but doable. I would appreciate it if someone could look over my code an...