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!
SVAR Error messages and saving results
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marvin2jhjh
- Posts: 6
- Joined: Fri Jun 15, 2012 8:58 pm
SVAR Error messages and saving results
- Attachments
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- JFS_Bjornland&Jacobsen_Data_Sweden.xls
- data file
- (32 KiB) Downloaded 634 times
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- JFS_Bjornland&Jacobsen_Sweden.prg
- rats codes
- (2.05 KiB) Downloaded 826 times
Re: SVAR Error messages and saving results
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.
What you're doing is very similar to Bjornland-Leitemo, which does MC integration and saves the error bands.