Search found 2 matches

by Joung
Sun Feb 23, 2025 4:28 am
Forum: VARs (Vector Autoregression Models)
Topic: ERRORS instruction in SVAR
Replies: 3
Views: 28342

Re: FEVD instruction in SVAR

Dear Tom I understand that the @MCFEVDTABLE has certain limitations for the reasons you mentioned. However, now that the simulation has been conducted, could you kindly advise if there is a method to compute the average and one standard deviation of the simulation results, such that the contribution...
by Joung
Sun Feb 16, 2025 2:40 am
Forum: VARs (Vector Autoregression Models)
Topic: ERRORS instruction in SVAR
Replies: 3
Views: 28342

ERRORS instruction in SVAR

Dear Tom, As shown in the attachment, I used the ERRORS instruction at the end to compute the FEVD while analyzing the SVAR model. However, I noticed that the results differ each time I run the code. Is this inevitable due to the Monte Carlo simulations? The issue is that the differences between the...