VAR order P

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NicolasR
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VAR order P

Postby NicolasR » Thu Dec 29, 2016 9:11 am

Hi,

Is there a command to obtain the order p of the VAR(p)? Or maybe the number of parameters of the VAR?

Thanks.

EViews Gareth
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Re: VAR order P

Postby EViews Gareth » Thu Dec 29, 2016 9:17 am

var.@lagorder or var.@lagcount
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NicolasR
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Re: VAR order P

Postby NicolasR » Thu Dec 29, 2016 9:20 am

Perfect, thanks.


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