Response to an input Series

[alirezan321]

I have a VAR system with 7 variables.
I'm estimating the shocks in each variables by the residuals from the associated equation in the VAR model. Now I want to create the effect of one whole series of shocks in one variable on the whole system. How do I do this?

For example I have the series of NBR shock and keeping all other shocks equal to zero, I like to see how federal funds rate will respond to that over the whole sample set of the NBR shocks.

Thanks,

[alirezan321]

Eview accepts a matrix of shocks but its length maximum can be equal to the number of variables.

Any suggestions?

[EViews Glenn]

I'm not certain how you are defining shocks here. The typically way to do impulse responses is to shock the variables in the VAR with a single impulse. How are you defining your shocks?

[alirezan321]

Just like in an electric circuit, whenever I have the impulse response, I can also calculate the response to any specific input.
In the same way, if I have a simple AR(1) as yt=a*y(t-1)+et, once I obtain the value for a, I can use any series as et and calculate y. What is the systematic way of doing this in a VAR model?

[EViews Glenn]

For anything other than the standard methods, you'll need to use the model object. You'll probably be able to use add factors to do what you need to do.