Error in computing IRF (VAR model)
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Hello everyone,
I cannot succeed to compute impulse-response function after checking the stability VAR(2) model I have juste computed. I always get the same error, which is the following :
Error using fn_compute_IRF (line 72)
Error: Invalid expression. Check for missing multiplication operator, missing or unbalanced delimiters, or other syntax error. To construct matrices, use brackets instead of parentheses.
I looked the other questions and answers and could not find anything, so I am sorry bothering you with this. I put below a screenshot of my VAR codes.
Best regards,
Thank you in advance for your help
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Answers (1)
Walter Roberson
on 30 Nov 2020
https://github.com/Vermandel/VAR-toolbox/blob/master/fn_compute_IRF.m
The code uses eval() which is not a good idea.
Your ynames cannot contain spaces.
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