error in var

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Joined: Thu Jun 29, 2017 1:25 am

error in var

Postby aghayan_beh » Thu Jun 29, 2017 9:49 am

I want to write a program and get IRFs in a VAR model by 3 lags.i have 6 variables and 97 observation

i write:

var 1 3 I_obs Y_obs G_obs O_obs M_obs inf_obs
var_01.impulse(20,m,se=a,matbys=imp_var) I_obs Y_obs G_obs O_obs M_obs inf_obs @ M_obs
But this error occurs:
Insufficient number of observation to estimate 19 coefficients per equation.

I increased the number of observations but Error still exists. what should i do?

Thanks for your help.

Non-normality and collinearity are NOT problems!
Posts: 3299
Joined: Wed Sep 17, 2008 2:25 pm

Re: error in var

Postby startz » Thu Jun 29, 2017 10:06 am

You probably don't have 97 valid observations. Check the series for NAs. If that doesn't work, post your workfile.

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