The Model File

 

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Model files are useful when you wish to revisit a particular model. Once you've saved a particular model specification into a model file, SVAR creates a shortcut to the model file on the File|Reopen Model menu on the main program window. To save a model specification simply click on the Save Model icon on the toolbar of the main program window or select Save Model from the File menu on the main program window.

 

The model file contains information about the location of your data files, the names of variables (endogenous, exogenous, deterministic, and structural shocks if there are any), the sheets where the data may be located (used by MatLab mat-files and Excel Spreadsheets), the actual sample for your data and the sample used for estimation. In addition, SVAR stores information about the deterministic model (unrestricted constant, restricted constant, constant and linear trend, or constant and restricted linear trend) in the model file, as well as if any seasonal dummies should be included, which groups of specification tests to perform, whether it should analyse cointegration properties and if the model is given on structural or reduced form. Finally, the model file also contains information about the number of lags, the default confidence band size, the number of responses (and forecasts) as well as the location and name of the output file.