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SVAR impulse response functions (methods and confidence level)

Posted: Tue Sep 19, 2023 5:30 am
by da8to
Hello,
I am using Eviews 12 university edition and I have a question regarding estimation of SVARs. It seems that there are limitations in terms of the choices about the response standard errors. It seems I cannot choose the confidence intervals for some of the options (asymptotic, MonteCarlo, etc.). While trying other options, such as a confidence level of 70%, I got "Internal Error 505". This limitation was not listed in the advert for this edition.
Did anyone else ever experience this issue?

Kind regards,
Daniele

Re: SVAR impulse response functions (methods and confidence level)

Posted: Tue Nov 14, 2023 12:35 pm
by Celin_Her
Hello, i have the next simple code:
freeze(mode=overwrite, graph_ir1) var2.impulse(se=a, rep=1000, imp=struct) ciclo_eua ip_x_cc comex_cc dem_int_cc y_cc @ ciclo_eua
graph_ir1.addtext(t, font(20), [+/ b], Funciones de Impulso-Respuesta de un Shock del Ciclo de EUA)


We have 5 graph, how can change the title in each graphs?

Thank you..

Re: SVAR impulse response functions (methods and confidence level)

Posted: Mon Feb 05, 2024 4:58 am
by serkan
Hello,

I have a problem with the freeze function in svar. After obtaining the impulse responses with svar, I want to freeze the values in table format. However, when I write the freeze code (below), it freezes the graphs. What should I do to freeze the table values? Thanks in advance.

Code: Select all

for !i=1 to 4
   for !j=1 to 2

   var var_!i_!j.ls 1 1 y!i x!j
   var_!i_!j.append(svar) @VEC(F) = NA, NA, 0, NA
   var_!i_!j.svar
   freeze(var_!i_!j_f)   var_!i_!j.impulse(24, a, imp=struct, se=a) @imp 1 2

   next
next

Re: SVAR impulse response functions (methods and confidence level)

Posted: Mon Feb 05, 2024 9:46 am
by EViews Gareth