EViews.com

And details of what you've done... Installed the latest version of the BVAR add-in, from the link on the first page of this thread (Eviews v7.2) Imported some data from excel (real gdp , cpi, civilian employment, industrial production, etc) 1980-2012q1 clicked 'add-ins' -> Bayesian Var Entered the ...

Here is what I am working with now.

I have not been able to get the bvar add in to work at all. I continually get the error '_SH01' is not defined. I have tried changing the estimation period, the variables I used, normalizing the data, different priors but nothing seems to work.