EViews.com

Hello,

I am trying to find strucutral breaks in inflation series via a simple AR(6) process. I am not using VAR but would still like to do impluse response analysis. Is this in anyway possible in eviews?

I'd really really appreciate any help.

Thank you..

I'm not sure what this has to do with a structural break, but if you estimate an AR model and choose View/ARMA structure you can see the impulse response.

Hi!

Sorry for the late reply. I wasn't informed that you had replied to my query.

I did View/ARMA structure but the error msg said: "Equation does not have ARMA terms" (I figured because it had only AR terms.. )

ps: the structural break comment was a miserably sad attempt to give you some background to what I am trying to do, which is: econometrics on inflation dynamics - so persistence, structural breaks and impulse responses on inflation series (if I can manage the last one)... Can I? Please please say yes.

Just AR models work fine, but you have to use the AR psuedo-variable. For example, if you have an AR(2) model Alternatively, you can set up a VAR with only one endogenous variable.

I am not sure how you set up a VAR with only one variable. But I just did the method you described and it worked perfectly! Thank you so much

Though I didn't understand what was "1s" in the beginning...? o.O

I am not sure how you set up a VAR with only one variable. But I just did the method you described and it worked perfectly! Thank you so much

Though I didn't understand what was "1s" in the beginning...? o.O

"LS" if used at the command line.