Threshold VAR: Number of observations is not valid for vector-series-coefficient

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Ameer
Posts: 4
Joined: Sat Jul 06, 2019 3:10 am

Threshold VAR: Number of observations is not valid for vector-series-coefficient

Postby Ameer » Sat Jul 11, 2020 5:57 am

Hi everyone

I have data of six variables with 176 observations. I want to fit a threshold VAR model to this data using the 'thsvar' add-ins, but I always get this error message when I run the model

175 is not a valid index for vector-series-coefficient D1V.


How can I fix this error?
Any help is deeply appreciated

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