EViews.com

This thread is about the ARW add-in that implements Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.

Hi,
I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:
Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.
May I know how can I fix this problem?

Thank you
Pascal

What is the version of Eviews you use? It only works for the version 11.

Dear dakila,
Thank you for your reply. I am using version 10.
Pascal

Dear dakila,
May I know how can I obtain the forecast error of variance decomposition with its long horizon?
Thank you
Pascal

Just try to estimate the FEVD with the different long horizon and check the convergence.

Dear Dakila,
Thank you for your help.
Pascal

Dear Dakila,

When I try to estimate a zero and sign restricted VAR I always get error 15.
Do you know what might cause the problem?


I use these commands, I have 5 variables with monthly data.
matrix zeromatrix = @zeros(3,5)
zeromatrix(1,2)=1
zeromatrix(2,3)=1
zeromatrix(3,5)=1
matrix signmatrix =@zeros(2,5)
signmatrix(1,1)=1
signmatrix(2,4)=-1
arw(ndraws=1000, nsteps=24, horizons=2) 2 signmatrix zeromatrix @ lta lgdp lcp ciss lmro

What is the version?

I have version 11, and the newest version of the Add-in

If you don't know the restriction matrix syntax, you can use the dialogbox instead of command line

zero restriction matrix should be like this
matrix zeromatrix = @zeros(1,5)
zeromatrix(1,2)=1
zeromatrix(1,3)=1
zeromatrix(1,5)=1

Hi I’m running eviews 11 and the arw add in and get error 72 in encrypted program

Can you run the replication file (arw_ex.prg)?

Hi Dakila
Te program works. But when I try to replicate the results as in the blog http://blog.eviews.com/2019/12/sign-and ... l?m=1#sec6
It doesn’t and shows that error.

How did you implement it on the menu driven interface? Could tell me the exact details? Could you attach it as a picture? For me it works.