Orthogonalized Impulse Response

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ArtQz
Posts: 6
Joined: Tue Jul 19, 2016 5:18 am

Orthogonalized Impulse Response

Postby ArtQz » Fri Jul 22, 2016 10:55 am

Hi!

I have to run Orthogonalized Impulse Response in Eviews? How can I do it? Is it a special function?
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: Orthogonalized Impulse Response

Postby dakila » Fri Jul 22, 2016 2:53 pm

Use impulse command after estimation of VAR.
For example, var01.impulse
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ArtQz
Posts: 6
Joined: Tue Jul 19, 2016 5:18 am

Re: Orthogonalized Impulse Response

Postby ArtQz » Sat Jul 23, 2016 6:07 am

Thanks!

I just thought that is something different.

By the way, how can I check the significance of the impulse response? I have only one lag, so can I use Granger-causality test?
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: Orthogonalized Impulse Response

Postby dakila » Sat Jul 23, 2016 5:11 pm

var01.impulse(20, se=a)
Yes, you can do Granger causality test.
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ArtQz
Posts: 6
Joined: Tue Jul 19, 2016 5:18 am

Re: Orthogonalized Impulse Response

Postby ArtQz » Mon Jul 25, 2016 11:26 pm

Thank you
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