estimating the the BTVC-VAR model.

[ndzama]

Greetings!

I am estimating the the BTVC-VAR model. However, my results return a "No Estimates" result. Please advise.

For !c = 1 to 3 'number of selected countries
%c = table_countries(!c,1)

For !smpl = 0 to !num_forecasts

' 1st estimate the BTVC-VAR model
smpl %start_est_date %start_forecast_date-1+!smpl
var ca_{%c}_var05.btvcvar (t0=0) 1 2 CA_{%c} GDP_GROWTH_{%c} TRADE_OPENNESS_{%c} REER_ZD_{%c} 'RESULTS: THE MODEL HAS NO ESTIMATES.

' 2nd calculate out of sample forecasts and forecasts errors
smpl %start_forecast_date+!smpl %start_forecast_date+!smpl+!forc_period_ahead 'out-of-sample
ca_{%c}_var05.forecast(f=na) NNT 'Error Message: The model contains errors and could not be compiled in "CA_{%C}_VAR05.FORECAST(F=NA) NNT" on line 789.
genr errorf_gdp_growth_{%c}_var05 = gdp_growth_{%c} - gdp_growth_{%c}_NNT 'gdp_growth forecasts error
genr errorf_ca_{%c}_var05 = CA_{%c} - CA_{%c}_NNT ' CA forecasts error
genr errorf_reer_zd_{%c}_var05 = reer_zd_{%c} - reer_zd_{%c}_NNT ' reer_zd forecasts error
genr errorf_trade_openness_{%c}_var05 = trade_openness_{%c} - trade_openness_{%c}_NNT ' trade_openness forecasts error

Next ' !smpl

Next '!c

Kind Regards,
Nwabisa

[EViews Gareth]

Could you provide a program that just does the bit you're having trouble with?

[ndzama]

Dear Gareth

Kindly see the attached program.

[EViews Gareth]

Code: Select all

var ca_{%c}_var05.btvcvar (t0=0)

should be

Code: Select all

var ca_{%c}_var05.btvcvar(t0=0)

[ndzama]

I appreciate your timely responses, but I still get the same result. Kindly see the attached screenshot.

[EViews Gareth]

Btvcvars are only available in EViews 13

[ndzama]

Dear Gareth,

It turns out that the issue is that I am using Eviews 11, and BTVC is a new edition in Eviews 13.

Thanks again.

[ndzama]

Btvcvars are only available in EViews 13

Yes, I just realised now.

[ndzama]

Dear EViews Experts,

When I run my code for the Bayesian time-varying coefficient VAR model, I get not errors, but at the same time I get no results. The code just runs quietly, and nothing shows up in the end. Please assist.

I am using EViews 13.

Kindly find the attached code and data.

Kind Regards,
Nwabisa Florence Ndzama

[EViews Gareth]

You have a space between the VAR command and its options.

[ndzama]

Sorry Gareth, I made an amateur mistake.
But now I have a new and strange problem, the code runs without errors, I can see the estimation results for Australia, and then boom EViews shuts down. It just closes itself, like literally.

[EViews Gareth]

Is your copy of EViews up to date? If so, could you repost the corrected code?

[ndzama]

Hi Gareth,

See attachment.

Kind Regards,
Nwabisa

[EViews Gareth]

Thanks, we'll investigate.

[ndzama]

Okay, Thanks Gareth.