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Training sample is used for determining prior parameters of Time varying SVAR. There is no test for determining the number. It should be at least 30-40 depending on VAR size.
Because it uses training sample to estimate OLS VAR. In other words, training sample is not used for actual TVSVAR model. If you want use full sample, then you can use uninformative priors (flat) theoretically. But these option is not available for this add-in for the reason of convergence problem.
Lastly, you need to upgrade your Eviews to version 9.

What is the version you using? 7 or 8?
Can you run tvsvar_ex.prg (example file)?

Could you post the file?

Hi, Thank Dakila for help on my first question, I have downloaded the add-in, that looks ok, however when following document instructions, I put the details in it gives message "Near singualr Matrix". I don,t get any impulse response but some series and matrixes appear when do not make much sense to me.Please help.

Regards

There is a bug. I will try to fix it. However you can use the following code to fix it:

Hi, Thank Dakila for help on my first question, I have downloaded the add-in, that looks ok, however when following document instructions, I put the details in it gives message "Near singualr Matrix". I don,t get any impulse response but some series and matrixes appear when do not make much sense to me.Please help.

Regards

1. Try to transform your variables. For example, to annual growth rate
2. Try to change the default prior parameters.

Hi, I want to estimate the TVSVAR model on the attached data file, when I try using the instruction in the add-in document it does not give me IRF output or even the estimation results, I wonder if somebody can help me please.

The following code is working for me.

Thank you very much for reply, but it gives message that "DTSEL" is not defined. Please help.

Hello Davaa,

I used the data someone post earlier (the primisceri data) to understand the steps on applying the TVPVAR but i have some questions, is it possible to obtain the FEVD (variance decomposition)? it seems that your program doesn't return it.

Best regards

No, it is nonsense to estimate FEVD

Can anyone please help me find example files/folder about TV SVAR? Eviews Add-in page directly install the program to eviews, and not showing any folder/zip file.

C:\Users\...\Documents\EViews Addins\TVSVAR

:? thanks.

Hello, i am trying to run a between two time series.

Do the series need to be stationary? Also i'm getting a error message "Vector assigned to sym"

Any suggestions?