VAR estimation (v10)

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kokon1
Posts: 1
Joined: Sat Jan 13, 2018 1:24 pm

VAR estimation (v10)

Postby kokon1 » Sat Jan 13, 2018 7:07 pm

When I set up the lags to be odd number, e.g. 3, 5, 7 etc. I can't impose VAR restrictions in the standard VAR form in Eviews 10.

EViews Matt
EViews Developer
Posts: 164
Joined: Thu Apr 25, 2013 7:48 pm

Re: VAR estimation (v10)

Postby EViews Matt » Tue Jan 16, 2018 9:57 am

Hello,

I haven't been able to replicate this issue. In the VAR Specification window, are you entering the lag intervals correctly? For example, if you wanted lags 3, 5, and 7 you'd enter "3 3 5 5 7 7". Entering just "3 5 7" is a bad specification, so the restriction tab will behave as if no lags were entered.


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