Re: [Gretl-users] FEVD SVAR

On Sat, 4 May 2013, Gabriela Nodari wrote: Dear all, > > I have notice a great difference between the fevd matrices of the Var > estimated via model -> time series -> var and the Svar estimated via > console. > > Someone could help me to understand why is it so? > Weird. Try this. Do the FEVD matrices look different? <hansl> set echo off set messages off include SVAR.gfn open sw_ch14.gdt genr infl = 400*ldiff(PUNEW) rename LHUR unemp list X = unemp infl var 3 unemp infl F0 = $fevd mod = SVAR_setup("plain", X, const, 3) SVAR_estimate(&mod) F1 = FEVD(&mod) print F0 F1 </hansl> ------------------------------**------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/**servizi/hpp/lucchetti<http://www2.econ.un... ------------------------------**------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users