Represent a var (2) as var(1

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javvk
Posts: 4
Joined: Tue Jan 15, 2019 8:13 am

Represent a var (2) as var(1

Postby javvk » Tue Jan 15, 2019 9:44 am

Hi,
I have two ar(2) series, and I want to create a var (1). But when I estimate a var in eviews, it gives to me a var (2).
These are my ar (2) series

xt = 0,2xt−1 + 0,3xt−2 + et
zt = 0,4zt−1 + 0,1zt−2 + ut

et and ut - N(0,1)
:cry:

is there a command to represent a var (2) as var(1)

EViews Matt
EViews Developer
Posts: 560
Joined: Thu Apr 25, 2013 7:48 pm

Re: Represent a var (2) as var(1

Postby EViews Matt » Tue Jan 15, 2019 10:38 am

Hello,

You can create a VAR of any order you wish. The default lag interval is "1 2", creating a VAR with lags for t-1 and t-2, but you can change the interval to "1 1" to create a VAR with lags for only t-1.


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