Thankyou very much for your prompt reply. I´m using CATs, the output hepls but, I think, doesnt have the information for every period. I´ll have do it "manually".
thankyou!!
Search found 2 matches
- Thu Apr 08, 2010 5:12 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Impulse Response Structural MA model
- Replies: 2
- Views: 5209
- Thu Apr 08, 2010 2:21 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Impulse Response Structural MA model
- Replies: 2
- Views: 5209
Impulse Response Structural MA model
Hello, I´m a RATS novice. I´m working with impulse response functions in a cointegrated VAR model. The structural MA model shows you the graphs but not the tables. I need the values of the impulse response functions in order to find out the magnitude of the responses.
thankyou very much.
Guillermo
thankyou very much.
Guillermo