TVP-VAR related issues

Questions and discussions on Vector Autoregressions
pbrigante
Posts: 8
Joined: Mon May 14, 2018 9:32 am

Re: TVP-VAR related issues

Unread post by pbrigante »

Dear Tom,

in the command below, the graphs of each impulse response function are generated only for the first date, this: 2000:1 (impdates = ||2000:1,2002:02,2008:1,2015:01||). How to get the others?


smpl 1 nstep
do j=1,nvar
if commonscale==1
{
graph(ticks,min=minlower,max=maxupper,number=0) 3 j i
# resp(j)
# upper(j) / 2
# lower(j) / 2
}
else
{
graph(ticks,number=0) 3 j i
# resp(j)
# upper(j) / 2
# lower(j) / 2
}
end do j
end do i
*
*
spgraph(done)

end do count
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