MCVARDoDraws—Procedure for drawing IRF's by Monte Carlo

[TomDoan]

@MCVARDODRAWS is a procedure for doing the draws (only) for Monte Carlo integration of the impulse responses in a VAR. This leaves the graphing and other analysis to other procedures, particularly @MCGraphIRF and @MCProcessIRF.

Detailed description

[asdavies6032]

Tom,
can you please help me solve this error:

## MAT2. Matrices with Dimensions 37 x 9 and 36 x 9 Involved in + Operation
The Error Occurred At Location 0425 of MCVARDODRAWS
Line 50 of MCVARDODRAWS

i am trying to draw impulse graphs for a 9 variable VAR
Albert

[TomDoan]

Tom,
can you please help me solve this error:

## MAT2. Matrices with Dimensions 37 x 9 and 36 x 9 Involved in + Operation
The Error Occurred At Location 0425 of MCVARDODRAWS
Line 50 of MCVARDODRAWS

i am trying to draw impulse graphs for a 9 variable VAR
Albert

The last thing you do before @MCVARDODRAWS should be an ESTIMATE on the model that you're inputting to the procedure. Offhand, it looks as if you're doing some other type of regression that doesn't match the VAR.