Search found 5 matches

by tophukg
Thu Apr 03, 2014 10:20 am
Forum: Graphics, Reports, and Other Output
Topic: Impulse Response Graph
Replies: 6
Views: 10179

Re: Impulse Response Graph

Thanks for your response. I will try
by tophukg
Thu Apr 03, 2014 8:54 am
Forum: Graphics, Reports, and Other Output
Topic: Impulse Response Graph
Replies: 6
Views: 10179

Impulse Response Graph

Hello everyone, I have a question about how to get data from .rgf file. I'm not good at writing code, after having a .rgf file, i don't know how to change, add, compare and do something else and if i want to change something such as : the name, i must estimate again. Can you show me the way to outpu...
by tophukg
Tue Apr 01, 2014 10:36 am
Forum: VARs (Vector Autoregression Models)
Topic: Sign Restriction VAR
Replies: 3
Views: 6968

Re: Sign Restriction VAR

Dear Tom, After reading your link and as i understand, I try to rewrite my code. But, I have a problem with 6 shocks, when i run RATs with 5 shocks, i works well. But with 6 shocks, it doesn't run and i receive a mess : "## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points Th...
by tophukg
Mon Mar 31, 2014 3:07 am
Forum: VARs (Vector Autoregression Models)
Topic: Sign Restriction VAR
Replies: 3
Views: 6968

Re: Sign Restriction VAR

Thanks for your reply. I don't understand clearly this letter. Can I write like this for the 4th shock ? @forcedfactor(force=column) sigmad i1~i2~i3 f compute v4=%ran(1.0) compute v4(1) = 0.0 ;*Zero the 1st effect compute v4(2) = 0.0 ;*Zero the 2nd effect compute v4(3) = 0.0 ;*Zero the 3rd effect co...
by tophukg
Sun Mar 30, 2014 10:18 am
Forum: VARs (Vector Autoregression Models)
Topic: Sign Restriction VAR
Replies: 3
Views: 6968

Sign Restriction VAR

Hello All, I try to run sign restriction VAR model for my contry. In J.P. Jääskelä, D. Jennings (2011), they have "VAR sign restrictions." https://lh3.googleusercontent.com/-SzAt3Pj0jqM/Uzgz516io6I/AAAAAAAAADM/LqA-BNrr8Mc/w978-h253-no/Capture.jpg Folowing them, with shock to domestic deman...