periods selection in var variance decomposition box

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ANDROO1988
Posts: 14
Joined: Mon Sep 23, 2013 2:06 pm

periods selection in var variance decomposition box

Postby ANDROO1988 » Mon Jun 16, 2014 11:52 pm

hi every body
i have quarterly data for 10 years. i try estimate a var model. in var variance decomposition box in eviews how select periods?
eviews select automaticlly 10 periods
thanks
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: periods selection in var variance decomposition box

Postby EViews Gareth » Tue Jun 17, 2014 8:04 am

In the variance decomposition dialog, in the box labelled "Periods", change it from 10 to something else.
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ANDROO1988
Posts: 14
Joined: Mon Sep 23, 2013 2:06 pm

Re: periods selection in var variance decomposition box

Postby ANDROO1988 » Tue Jun 17, 2014 9:36 am

thanks
but is it dependent to our data?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: periods selection in var variance decomposition box

Postby EViews Gareth » Tue Jun 17, 2014 9:44 am

I'm not sure what you are asking.
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ANDROO1988
Posts: 14
Joined: Mon Sep 23, 2013 2:06 pm

Re: periods selection in var variance decomposition box

Postby ANDROO1988 » Wed Jun 18, 2014 2:47 am

if we have quarterly data for ten years , then we should select 40 periods?
40 periods is optimal ?
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