Search found 4 matches

by ursula
Sun Jul 05, 2009 11:02 am
Forum: VARs (Vector Autoregression Models)
Topic: IRFs and VDC for levels
Replies: 7
Views: 16042

Re: IRFs and VDC for levels

Ok, thank you. Then it's my data that looks strange.
by ursula
Sun Jul 05, 2009 2:05 am
Forum: VARs (Vector Autoregression Models)
Topic: IRFs and VDC for levels
Replies: 7
Views: 16042

IRFs and VDC for levels

Hello. Asking for your help once more, how can I obtain the IRFs and variance decomposition with confidence bands for levels, once I have them for the first difference of variables? The confidence intervals for IRFs and VDC are estimated using Monte Carlo. Thank you.
by ursula
Wed Jul 01, 2009 9:44 pm
Forum: VARs (Vector Autoregression Models)
Topic: BQDoDraws for more than 2 variables
Replies: 4
Views: 7740

Re: BQDoDraws for more than 2 variables

Thank you for your prompt reply. I didn't include the rest because I was convinced there was something wrong with the adjustment and because it's straightdforward, the next line was the MCGraphIRF procedure. So the final lines of the program are compute [vect[strings]] shocklabels=||"1",&q...
by ursula
Wed Jul 01, 2009 12:56 pm
Forum: VARs (Vector Autoregression Models)
Topic: BQDoDraws for more than 2 variables
Replies: 4
Views: 7740

BQDoDraws for more than 2 variables

Hello. I've been trying to adapt the BQDoDraw procedure for 4 variables and even though I've tried over and over, when I run it with MCFEVD, the graph that appears has only the OY axis and the rest is empty. I really don't understand what's going on, there is no message error so I have no clu what's...