Dear, All.
I've been running a SVAR model and using the EViews add-in called 'scaled IRF'. I set the first slot to 1, the second to 2, and the third to my variable of interest 'i', with a period set to 12. However, EViews either crashes or I get an 'error 8'. I've estimated the results of the SVAR with short-term and long-term constraints. I want to rescale the fifth shock to 1, but I keep getting errors. Why is this happening?
scaled IRF in SVAR
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scaled IRF in SVAR
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EViews Matt
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Re: scaled IRF in SVAR
Hello,
Would that be error 82? It appears that the sirf add-in contains a bug triggered by generating the IRF for any variable other than the first. EViews 13 stops the add-in at that point, but earlier versions of EViews proceed as if the user had specified the first variable. I don't see an easy way for you to work around this bug. You can always appeal to the author to correct the issue, otherwise you'll need to generate the scaled IRFs yourself. In the later case, a good topic thread to start with would be this one.
Would that be error 82? It appears that the sirf add-in contains a bug triggered by generating the IRF for any variable other than the first. EViews 13 stops the add-in at that point, but earlier versions of EViews proceed as if the user had specified the first variable. I don't see an easy way for you to work around this bug. You can always appeal to the author to correct the issue, otherwise you'll need to generate the scaled IRFs yourself. In the later case, a good topic thread to start with would be this one.
Re: scaled IRF in SVAR
Could you post the data file? I will try to fix it.
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