Concept of SSR of a VAR

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lpando08
Posts: 22
Joined: Tue Apr 03, 2018 1:13 pm

Concept of SSR of a VAR

Postby lpando08 » Sun Apr 08, 2018 1:42 pm

Hello, I have a question about the SSR of a VAR that Eviews report in the estimation window. When I run a VAR and it has, for example , 4 equations and Ewiews reports a SSR for each équation... which is the total SSR of the VAR? The sum of these 4 SSR?

Thank you for your help!

Luciana

EViews Matt
EViews Developer
Posts: 236
Joined: Thu Apr 25, 2013 7:48 pm

Re: Concept of SSR of a VAR

Postby EViews Matt » Mon Apr 09, 2018 9:22 am

Hello,

The real question is, what are you trying to quantify through a "total SSR of the VAR"?

lpando08
Posts: 22
Joined: Tue Apr 03, 2018 1:13 pm

Re: Concept of SSR of a VAR

Postby lpando08 » Wed Apr 11, 2018 10:26 am

I have many VARs and I want to fin d he VAR with the minium SSR.

EViews Matt
EViews Developer
Posts: 236
Joined: Thu Apr 25, 2013 7:48 pm

Re: Concept of SSR of a VAR

Postby EViews Matt » Wed Apr 11, 2018 11:58 am

What I'm hinting at is that there are other available metrics for selecting the "best" VAR. If you look at the bottom of a VAR's estimation output you'll find a variety of summary statistics for the VAR as a whole.


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