iris-toolbox-discussion

Hi Mikko There was a bug relating to the fact that using tseries as input/output data from/to VAR and

Haha, IRIS apparently does not like the Infinity in it :)) I'll fix it... Can you pls create an

That makes sense. Thanks, Michael! On Wednesday, March 12, 2014 9:46:39 AM UTC-5, Michael Johnston

We will redirect the primary URL (www.iris-toolbox.com) to the new server shortly. The new discussion

Hi Ema the function you're looking for is str2dat, eg str2dat('2010Q4'). It can handle a

Hi folks, I was wondering if you could help clarify why we get different estimated values for a trend

Hi Mike, thanks for your response. This is fantastic. Thanks! Hector On Wednesday, February 26, 2014

HI There are two options/ways how to fix the problem: 1. Some of the model variables grow over time

Dear Musketeers, There has been a change in the VAR object such that one gives the variable names in

Thanks! четверг, 18 апреля 2013 г., 15:26:24 UTC+4 пользователь lex написал: Hi Jaromir, In the

Mirek :) and Michael I am telling you personally but I wish this is recorded down here. Thank you for

The Kalman filter returns both standard deviations of model variables as well as mean square error

There are also examples of how to use named !for loops in the model files I was exchanging with

Andrea Attached is an example of a conditional forecast combining anticipated and unanticipated

In the interim you can grab a ZIP of the latest source. Go to the main site, click on Source, then

Great Hector! Thanks so much! I knew there was an initial conditions problem, so I started to try the

Hi Mirek, I'm not sure there's a "separate tutorial on Kalman filtering" you

Thanks Jaromir, Sorry Jaromir, for my late I was really busy these last times. Yes I used the same

Thanks Nicholas :) On Wed, Jan 22, 2014 at 6:21 PM, Nic868 <nlabe...@gmail.com> wrote: No

Hi, I understand how to perform conditional forecasts using the short rate fixed (0 stdev in the

Hi, My understanding might be incorrect, but I believe the following code should add an horizontal

Hector -- you're right. I've tried with the default Windows unzipper and it does not indeed

Hi Jaromir, I wonder if VAR/forecast also follows Waggoner and Zha (WZ). If so, please keep reading.

Dear all, Some information on how to generate structural impulse responses functions from a panel VAR

Anyone coded up Bayesian estimation of a panel VAR that wants to share? Just trying to think through

Thank you very much! I have Harvey's book and I'm checking it. El jueves, 19 de diciembre de

Hi! I'm using IRIS to estimate a model with some missing observation in one measurement variable.

Hi guys, could you please post some example how to exogenise a set of variables & endogenise the

Many thanks you for the clarification, it helped me a lot. On Tue, Dec 10, 2013 at 7:27 PM, Jaromir

Thank you, Benes!