To get posterior draws from the BTVCVAR object (to generate trace plots, for example), click on Proc/Put Posterior Draws in New Page. To generates inefficiency factors, click on Proc/Make Inefficiency Factors. NAs are given if sample autocorrelation does not fall below 0.05 in the first 100 lags.

Other procs produce coefficient estimates, relative numerical efficiencies (RNEs), effective sample sizes (ESSs), and residuals.

To view an estimate of the error matrix in the form of a graph, go to View/Residuals/Graphs or click on the Residuals button in the VAR toolbar. Go to View/Residuals/Spreadsheet to see the same information in a table. Click on View/Residuals/Covariance Matrix for an estimate of the observation covariance matrix.

To generate impulse responses, go to View/Impulse Response... or click on the Impulse button in the VAR toolbar. This will open the BTVCVAR version of the Impulse Responses dialog.

The Display tab has two sections: Display information and Display options. The former is identical to that used by the standard VAR model. The latter is specific to the BTVCVAR.

Impulse responses are generated based on VAR coefficients at the dates entered in the Impulse date field. Impulse dates must fall within the data sample period.

The remaining display options are identical to those used in estimation.

To generate forecasts, go to Proc/Forecast... or click on the Forecast button in the VAR toolbar.

If Dynamic forecast is selected, a standard VAR is assumed over the forecast period. Forecasts are generated based on VAR coefficients taken from the period prior to the start of the forecast period.

Forecast display options are identical to those used in estimation.