VAR Structural Residuals

Structural residuals play an important role in VAR analysis, and their computation is required for a wide range of VAR analysis, including impulse response, forecast variance decomposition, and historical decomposition.

 

While EViews has long computed these transformed residuals for internal use, EViews 10 now makes structural residuals available to users.

 

 

VAR Structural Residuals
VAR Structural Residuals