Cholesky Ordering in VARs

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kkp318
Posts: 2
Joined: Tue Apr 20, 2010 9:51 am

Cholesky Ordering in VARs

Postby kkp318 » Tue Aug 17, 2010 8:51 am

Hi,

I'm trying to do an impulse response in Eviews 6, and am having some trouble with the Cholesky ordering. I estimate the VAR using an unrestricted model for exp_ko, imp_ko, and abs_ko. I then try to calculate an impulse response and when I set the Cholesky ordering to exp_ko imp_ko abs_ko (or flipped) I get an error saying "error in specification of order. The VAR was set to the default of 2 lags. Does anyone know how to fix this error?

Thanks!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Cholesky Ordering in VARs

Postby EViews Gareth » Tue Aug 17, 2010 10:38 am

Could you post your workfile?
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