VAR stability

[samewing7]

Hello,

I am currently constructing a unrestriced VAR with 4 variables. As I want to use impulse response functions I want to test for stability in the system. Is it possible to find the eigenvalues of the "companion matrix" of the system using eviews?

Regards,

Sam

[EViews Gareth]

varname.@companion returns the companion matrix of the VAR. You can then find the eigenvalues with the @eigenvalues function.

[samewing7]

varname.@companion returns the companion matrix of the VAR. You can then find the eigenvalues with the @eigenvalues function.

thank you for this. i have input the command, however, when I enter the command I am met with the message "@COMPANION is not a member or procedure of NOPI1" what would you suggest I do from here?

[EViews Gareth]

It is only available in EViews 9.5 and above.

[samewing7]

I have the student lite version, does it not work on that?

[samewing7]

It is only available in EViews 9.5 and above.

[EViews Gareth]

It works on EViews 9.5 Student Version Lite...

[samewing7]

It works on EViews 9.5 Student Version Lite...

Hi Gareth,

Sorry to be a pain again. I have entered the command as you instructed, however, I am now met with the error message "Index missing in OI1.@companion"". What does this mean? Is it possible to rectify.

Thank you for your on going help.

[EViews Glenn]

matrix a = OI1.@companion