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Orthogonalized Impulse Response
Posted: Fri Jul 22, 2016 10:55 am
by ArtQz
Hi!
I have to run Orthogonalized Impulse Response in Eviews? How can I do it? Is it a special function?
Re: Orthogonalized Impulse Response
Posted: Fri Jul 22, 2016 2:53 pm
by dakila
Use impulse command after estimation of VAR.
For example, var01.impulse
Re: Orthogonalized Impulse Response
Posted: Sat Jul 23, 2016 6:07 am
by ArtQz
Thanks!
I just thought that is something different.
By the way, how can I check the significance of the impulse response? I have only one lag, so can I use Granger-causality test?
Re: Orthogonalized Impulse Response
Posted: Sat Jul 23, 2016 5:11 pm
by dakila
var01.impulse(20, se=a)
Yes, you can do Granger causality test.
Re: Orthogonalized Impulse Response
Posted: Mon Jul 25, 2016 11:26 pm
by ArtQz
Thank you