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Dear Gareth,

Please advice me how to collect SVAR likelihoods via VAR object under Estimate Structural Factorization. I cannot find Var Data members for SVAR. Both under just-identified and over-identified models, also Chi2 statistics and p-values.
Another point is on standard error calculation se = arg for SVAR under structural decompositions identified by long-run restrictions and Monte Carlo standard errors under structural decomposition. Is it planned in EViews?

Thank you.

You'll have to freeze the output of the svar procedure into a table, then extract the numbers you're interested in from that table.

Thank you. I know this solution. The problem is that while running different models, the dimension of the table changes. So, the solution would be to apply a SVAR view. Is it possible or do you plan it?