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Ohhhh, a great article, thanks! So that's why there is this 'convergence' message. Does it use the Cochrane-Orcutt estimator?

Hey!

This might be a stupid question but, is there a difference between using the term ar(1) for a regressor, or just using x(-1)?

I do this regression


and it is different than


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Regards.

Hey! Is there a way to have linear interpolation without using the last ovservation, just use average values? I have annual data. I convert it to quarterly. If I choose constant-match average and paste it as a link I get just the annual values divided by four in the spreadsheet BUT when I graph it, ...

Anyone?

Hey guys! I have a similar question, which simplifies mostly to 'how do I reverse the sign?` I have a symmetric VAR, it is a small sample and I want to use Cholesky dof adjusted. If I do it as the user guide (and Glenn) suggested, I get a shock, which is actually a residual shock (i.e. the shock imp...

Thanks Gareth! Shame to hear that though... I have a model of this sort - http://econ.la.psu.edu/~hbierens/EasyRegTours/VAR_Tourfiles/VARX.PDF This doesn't have to read that as a whole, just a glimps on the first page is sufficient. Basically the following setup y_t= c + sum(from i=1 to k_y) A(i) * ...

Hey guys! I have this problem that I have been struggling with it for over a week. I have a VARX - a vectorautoregression with one exogenous variable (apart from the constant). This variable is stochastic, so I want to see what happens to the system if there is a shock to it but I cannot do it in Ev...