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Add command raising matrix to a power

Posted: Sat May 08, 2010 1:19 pm
by nadja123
Hi EViews Team,

I need to use in a code something like this: A^i, for i=1 to N, so that A^2 = A * A, A^3 = A * A * A, etc. Garet wrote there is nothing like this at the moment. This is troublesome as I am writing a code for IRFs to a VAR model and need to take the stuff to about 30 periods.

Is it please possible to add such a command to EV?

In the meantime, may you eventually give me a tip how to make it operative? Kinda a code line that could control the number of matrices in the multiplication chain ?? :roll: :idea: :?: :?:

Thanks!!!!