SVAR impulse response functions (methods and confidence level)

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

da8to
Posts: 1
Joined: Mon Sep 18, 2023 6:50 am

SVAR impulse response functions (methods and confidence level)

Postby da8to » Tue Sep 19, 2023 5:30 am

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

Celin_Her
Posts: 1
Joined: Sat Nov 11, 2023 5:47 pm

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

Postby Celin_Her » Tue Nov 14, 2023 12:35 pm

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..

serkan
Posts: 7
Joined: Mon Dec 24, 2018 8:08 am

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

Postby serkan » Mon Feb 05, 2024 4:58 am

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13323
Joined: Tue Sep 16, 2008 5:38 pm

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

Postby EViews Gareth » Mon Feb 05, 2024 9:46 am

Follow us on Twitter @IHSEViews


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 9 guests