SVAR Error messages and saving results

Questions and discussions on Vector Autoregressions
marvin2jhjh
Posts: 6
Joined: Fri Jun 15, 2012 8:58 pm

SVAR Error messages and saving results

Unread post by marvin2jhjh »

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!
Attachments
JFS_Bjornland&Jacobsen_Data_Sweden.xls
data file
(32 KiB) Downloaded 634 times
JFS_Bjornland&Jacobsen_Sweden.prg
rats codes
(2.05 KiB) Downloaded 826 times
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: SVAR Error messages and saving results

Unread post by TomDoan »

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.
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