estimating the the BTVC-VAR model.

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ndzama
Posts: 28
Joined: Tue Aug 10, 2021 8:33 am

Re: estimating the the BTVC-VAR model.

Postby ndzama » Fri Sep 13, 2024 5:58 am

Hi Gareth,

I would like to inquire if there is an add-in or command available for conducting forecasts using estimates from a Switching VAR model (MSVAR). Your guidance on this matter would be greatly appreciated.

Kind regards,
Nwabisa Ndzama

ndzama
Posts: 28
Joined: Tue Aug 10, 2021 8:33 am

Re: estimating the the BTVC-VAR model.

Postby ndzama » Fri Sep 13, 2024 6:07 am

Hi Gareth,

I would like to inquire if there is an add-in or command available for conducting forecasts using estimates from a Switching VAR model (MSVAR). Your guidance on this matter would be greatly appreciated.

This syntax didn't work:
ca_{%c}_var06.forecast(f=na) NNS
'Error message: Forecasting is not available for this VAR estimation method in "CA_{%C}_VAR06.FORECAST(F=NA) NNS" on line 1913.

Kind regards,
Nwabisa Ndzama

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13404
Joined: Tue Sep 16, 2008 5:38 pm

Re: estimating the the BTVC-VAR model.

Postby EViews Gareth » Fri Sep 13, 2024 8:20 am

No.
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ndzama
Posts: 28
Joined: Tue Aug 10, 2021 8:33 am

Re: estimating the the BTVC-VAR model.

Postby ndzama » Thu Oct 10, 2024 5:56 am

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

ndzama
Posts: 28
Joined: Tue Aug 10, 2021 8:33 am

Re: estimating the the BTVC-VAR model.

Postby ndzama » Thu Oct 10, 2024 6:01 am

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

ndzama
Posts: 28
Joined: Tue Aug 10, 2021 8:33 am

Re: estimating the the BTVC-VAR model.

Postby ndzama » Thu Oct 10, 2024 6:01 am

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

ndzama
Posts: 28
Joined: Tue Aug 10, 2021 8:33 am

Re: estimating the the BTVC-VAR model.

Postby ndzama » Sun Oct 13, 2024 6:21 am

Hi Gareth,

I trust you are well.

I have tried to estimate the STVAR, using both the Maximum Likelihood Estimation and the NonLinear Least Squares (nls). I get an error message. Please see attached files.

Kindly assist,
Nwabisa Ndzama
Attachments
Screenshot 2024-10-13 150707.png
Screenshot 2024-10-13 150707.png (254.76 KiB) Viewed 246 times
stvar_model_nwabisa_ndzama.prg
(10.06 KiB) Downloaded 21 times


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