SVAR A matrix

[pvm]

Hi, apologies if this is a very elementary question.
I have generated estimates for matrix A using SVAR. However, to further interpret my results, I need the inverse of A and multiply by my cofficient estimates in the basic var.
Is there a function to do this? If not, how can I do this manually?
I have attached a picture of what I'm trying to achieve.

Many thanks!

Peter

equations

20160210_183717.jpg (38.77 KiB) Viewed 1895 times

[EViews Glenn]

In EViews 9 and earlier, you'll have to put the reduced form coefs into matrices yourself, using the c(i, j) data members of the var. Once you do, you can get the A0 matrix from the var object and perform the matrix algebra yourself.

Code: Select all

matrix a0 = var.@svaramat matrix a0inv = @inverse(a0)

Note that you should take care that your inverses are in the right places.