The RATS Software Forum

The attached rats prg is a SVAR file using the dataset.

In the code, when I run the below, I have error message.

system(model=varhousepr) 1 to 6
VAR rtrade dlgdp infl dlrhopr drexc rdom
*VAR rtrade dlpcon infl dlrhopr drexc rdom
lags 1 to 4
det constant DU92Q3 DU93Q1 DU95Q4
end(system)

Do you know how to fix it?

Also,
When I run @VARIRF(model=varhousepr,steps=40,DECOMP=f,byshock,errors),
I also have error message.

When I delete "byshock" in the command, it runs. Is is ok?

Also, I would like to save the results of impulse responses (including 5 and 95% confidence bands).
Please let me know how to do it.

Thank you very much!

You asked the same question about @VARIRF in January. You have an older version of it. Download a new one.

What you're doing is very similar to Bjornland-Leitemo, which does MC integration and saves the error bands.