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Dear all, I am estimating a structural VAR (SVAR) in Eviews 7, and want to plot the structural impulse response functions with error bands. Here is the relevant portion of my code: var gdpvar.ls 1 2 dlogy zic gdpvar.append(svar) @lr1(@u1)=0 freeze(out1) gdpvar.svar(rtype=text) gdpvar.impulse(40, m, ...

Great, that did the trick. However, I have a follow up question. I should outline my broader objective here, I guess. I'm trying to create a subroutine that performs a load of regressions, and takes as some inputs the lag parameters for the independent variables. As per before, I want a method that ...

Hello, I want to create a while loop, within which a variable is regressed on all possible permutations of itself lagged 4 times. Rather than writing these 16 combinations out separately, I'd like to write them in a form that uses only one regressor term, like: eq1.ls pi pi(1 2 3 4) Clearly, for thi...

Hello, I want to use the Theil inequality statistic on a vector (which has a different dimension to the sample size). It seems to say in the manual that any of the descriptive statistics should be available for matrix objects, but when I try it, Eviews says it's illegal, as @theil is reserved for se...

I was wondering if there's a specification in Eviews similar to that in RATS, where you can index a sample object like this: do t90 = 1992,1999 do k = 1,4 smpl 1980:1 t90:k so that for anything operating on the sample 1980:1 t90:k, it is performed for the samples 1980:1 1992:1, 1980:1 1992:2,..., 19...

Brilliant, nice trick. Also, the promptness of your response was startling. Many thanks.
Nikhil

I am writing a program that requires estimation over a number of different sample periods. I have successfully coded this using a series of nested while loops, with code such as: smpl 1998:1 200!i:!j where !i and !j are the floats I'm using to index the while loops. This works. However, when I try a...