Hi
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 var_01.ls 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.
error in var
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Re: error in var
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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