Search found 2 matches
- 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...
- 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...