Eviews5 / EViews5 / Example Files / docs / vars

VARs VARs Estimate and forecast VAR (varfcst.prg) VAR lag order selection (varlag.prg) VAR residual diagnostics (restest.prg) Bootstrap forecast bounds (bootfcst1.prg, bootfcst2.prg) Impulse response plots I (accumulated and long-run responses) (imprsp.prg) Impulse response plots II (asymptotic and monte carlo standard errors) (irfplot1.prg) Variance decomposition Monte Carlo standard errors (vdcmp.prg) Cholesky factorization as structural factorization (cholsvar.prg) Blanchard-Quah (1989) long-run restriction (blanquah1.prg) Short-run restriction impulse responses (Sims 1986) (sims1.prg) Long-run restriction impulse responses (Blanchard-Quah 1989) (blanquah2.prg) Bootstrap impulse response confidence bounds (bqboot.prg) Danish model (Johansen 1995) (johan1.prg) Testing cointegrating restrictions (Johansen 1995) (johan2.prg)