Thank you for your answer Allin. I know that the exposition form is different. But I get different numbers as well.. the same shock explains different shares. I don't know why is this so..
On Sat, 4 May 2013, Gabriela Nodari wrote:
> In this way they are the same.. that is a bad news for me! So via gui the
> fevd is not right?
The _presentation_ of the FEVD is different in the GUI, in three
ways:
1) for a VAR with p variables, the results are divided into p
blocks, as opposed to one big matrix.
2) the forecast standard errors for each variable are shown in the
first column of each block (these are not present in $fevd); and
3) the shares attributable to each variable are given as percentages
rather than as decimal fractions.
But a quick check, running the VAR below via the GUI, shows that the
underlying FEVD values are the same as those in the $fevd matrix.
Allin Cottrell
> On 04/05/2013 1:18 PM, "Riccardo (Jack) Lucchetti" <r.lucchetti@univpm.it>
> wrote:
>
>> 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>
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