EViews.com

Don't you just want to vec it then? vector temp = @vec(var.@coefmat) Thank you Gareth, I couldnt possibly thank you enought. I was nowhere close to thinking of the @vec function! Thank you a million Its working great, and I have succeded in onstructing my code in its entirety! great idea this forum...

Need a bit more info on what you're trying to do, I think. VAR estimation output comes in the form of a (K*P+1,K) matrix, K being the number of variables and P the number of lags (+1 is for intercept). I am trying to put this (K*P+1, K) matrix into a (1, K*(K*P+1)) matrix (i.e. a rowvector) contain...

Greetings everyone! I have a small problem I could use some help with. I am trying to compute a rolling VAR and rearrange the output coefficients in a row of a new matrix (A), so I could plot their evolution over time. The only problem is that during the assignment process, the new matrix (A) does n...