Hi,
I am trying to estimate the optimal lag length in a VAR estimation. However, when I open the lag length window I don't understand how is expressed the estimation sample. I would like to input as estimation sample 1985q1 2016q1, the problem is that when I write those dates in the estimation sample box and press ok EViews tells me that this date expression is "illegal". And when I click on lag length this is what comes out in the estimation sample box:
VAR Type:
unrestricted VAR
Vector Errror Correction
Bayesian VAR
Estimation sample :
1 125
Lag intervals for Endogenous:
1 2
Endogenous Variables:
Exogenous Variables:
c
Could you please help me to figure it out what does it mean and how I have to write the estimation period?
Thank you.
VAR Lag Lenght: estimation sample
Moderators: EViews Gareth, EViews Moderator
Re: VAR Lag Lenght: estimation sample
Have you correctly specified workfile structure?
Re: VAR Lag Lenght: estimation sample
All my data are expressed as it follows 1985 Q1 to 2016 Q1. I've also checked the spreadsheet.
Re: VAR Lag Lenght: estimation sample
I meant the structure of Eviews workfile. In the upper left corner of the workfile, range should display 1985Q1 2016Q1 in your case.
Re: VAR Lag Lenght: estimation sample
Thank you I have fixed the problem as you suggested.
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