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Hi Gareth,

Is it possible to make the residuals series from a BVAR?
Thanks,
Gloria

Hello, I am running a BVAR for 5 endogenous and 3 exogenous plus a constant. FOR !i=1 200 SMPL %startestim %endestim_m BVAR(m=VAR2_!i, prior=0) 6 mom_deuipi_!i mom_deumci_!i mom_deuipic_!i mom_deuindord_!i mom_deuexports_!i @ C mom_deushp d_deuirl d_deu_bus_constr NEXT I get the following estimation...

Hi again Gareth, However, now I am trying to run a BVAR for a group of variables and it does not work (it is perfectly running for a standard EViews VAR), is this option not possible for a BVAR? Thanks, Gloria FOR !i=1 to @dtoo(%finsoft)-@dtoo(%startoos_m)+1 GROUP VARM1_!i FOR !j=1 to VARM1.@count '...

Thanks for your help Gareth, it was easier as I was doing.
Best,
Gloria

Hi Gareth, I would like to solve a VAR of 3 variables but instead of entering the 3 variable names in the command line I would like to create a group and run it for the group of variables, so that if I change any variable then I just need to change it in the group. I have tried as follows but it is ...

Thanks, it worked. I added the comand "close {%sn} at the end of the BVAR.prg. However it opens and closes all the spools, which seems to consume time. Is there another way to tell the program not to open the spools or to run it in a quite modus?
Thanks!
Gloria

Hello, I am trying to estimate !i BVAR's, which create !i models for forecasting. When I do this with a VAR solved by LS (option A below) there is no problem. However, when I run the program with the BVAR (option B below), the program stops because too many spools are open. Is there any possibility ...

Thanks, it works!

Hello, I have 3 series with different ending dates (e.g. series1 in 2012:9, series2 in 2012:10, series3 in 2012:9). I am trying to run a forecasting model starting from the last period with values for all variables ( in the example 2012:9+1), but as series2 has already a value for 2012:10 I would li...