Large Bayesian VAR
Moderators: EViews Gareth, EViews Moderator, EViews Esther
Re: Large Bayesian VAR
You should upgrade the eviews to version 10.
Re: Large Bayesian VAR
Hi Dakila,
thank you for reply.
As you suggested I upgraded to Eviews 10.
However it returns me the message: Error 14 in the encrypted program.
Could you please guide me?
Thank you for your time
thank you for reply.
As you suggested I upgraded to Eviews 10.
However it returns me the message: Error 14 in the encrypted program.
Could you please guide me?
Thank you for your time
Re: Large Bayesian VAR
Could you be more specific?
Can you run the example file, for example lbvar_ex0.prg?
Can you run the example file, for example lbvar_ex0.prg?

 Posts: 1
 Joined: Tue Mar 26, 2019 9:04 am
Re: Large Bayesian VAR
Hi Dakila, I am currently using the feature and it works very well. I was just wondering however, whether there is a way to run RMSE or MAE tests for the estimated LBVAR and whether it is possible to specify another structural estimation besides Cholesky and Generalised.
Thank you in advance
Thank you in advance
Re: Large Bayesian VAR
Hi
i have this error message when i compute lbvar
MIXED is not a valid view for TEMP
how can i solve it ?
THANKS
i have this error message when i compute lbvar
MIXED is not a valid view for TEMP
how can i solve it ?
THANKS
Re: Large Bayesian VAR
Hi
What is the version of Eviews you use?
What is the version of Eviews you use?
Re: Large Bayesian VAR
hi
eviews9. I I just tried it with eviews10, the problem is solved.
thanks
eviews9. I I just tried it with eviews10, the problem is solved.
thanks
Re: Large Bayesian VAR
The LBVAR addin is updated. Now it includes Pandemics Prior of CascaldiGarcia (2022). I would like thank Dr. Ole Rummel (SEACEN centre) for suggestions and comments on Pandemic Priors.
Re: Large Bayesian VAR
Hi, is there a command to get the output lbvar specification so we know the coefficient?
Re: Large Bayesian VAR
No. I will try to include this option to get the coefficients soon.
Re: Large Bayesian VAR
thank you, it would be wonderful
Re: Large Bayesian VAR
Sorry, I forget. I already included the option to save the coefficients. Command is save=1.
For example:
The coefficients are saved into beta_coef matrix.
For example:
Code: Select all
lbvar(lambda=0.108, tau=1.08, sample="1961m1 2002m12", save=1) 13 irw ffr @ emp cpi .... exr
The coefficients are saved into beta_coef matrix.
Re: Large Bayesian VAR
thank you
another question, does pand=1 option works with quarterly data? I try, but it throws internal error 6, 169 and 500
another question, does pand=1 option works with quarterly data? I try, but it throws internal error 6, 169 and 500
Re: Large Bayesian VAR
It should work with quaterly data. Could you provide the data and instruction?
Re: Large Bayesian VAR
the first five commands work just fine
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lcsgnl @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lingnl @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lspen @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lrev @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
the last one is not:
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" , pand=1, dummy="dum1 dum2 dum3 dum4 dum5 dum6 dum7 dum8", covper=8, eps=0.001 ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
thank you very much for your help
kind regards,
ginanjar
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lcsgnl @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lingnl @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lspen @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 lrev @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
the last one is not:
lbvar(estimate=1, sample="2000q1 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q1 2021q4" , pand=1, dummy="dum1 dum2 dum3 dum4 dum5 dum6 dum7 dum8", covper=8, eps=0.001 ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl
thank you very much for your help
kind regards,
ginanjar
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