[Scilab-users] About the function ms_var in GROCER

lihnyaa lihnyaa at gmail.com
Sun Mar 31 15:28:35 CEST 2013


hello all,

I am using Éric Dubois' GROCER to estimate a MSVAR and I came across a
problem about the function ms_var.
The simplest call to ms_var takes the following form:
ms_var(typvar,p,endo,MS_M,MS_M_V,MS_var_opt ). And the function really 
works well when there are only 4 endogenous variables in the VAR, but it
encounters an error when 5 variables are included.
<http://mailinglists.scilab.org/file/n4026408/aaaa.jpg> 
I'm not good at programming, so help is needed.
Thank you very much.

And I can use msvar_irf to get the impulse response fuction, but there are
two kind of irf, named 'full' and 'partial'. So What is the difference
between them. Does the 'full' mean exact impulse–response function and the
'partial' is regime dependent impulse response function(the function is
conditional on a
given regime prevailing at the time of the disturbance and throughout the
duration of the response).

And thanks very much again.



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