VAR estimation (v10)

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

kokon1
Posts: 3
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: 239
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.

kokon1
Posts: 3
Joined: Sat Jan 13, 2018 1:24 pm

Re: VAR estimation (v10)

Postby kokon1 » Wed Jan 17, 2018 1:53 pm

Hi Matt,

I'm entering them like "1 2 3". Then, when I go to impose restrictions, I'm unable to do that. There is no "matrix" to appear where I can set up the coef. restrictions.

EViews Matt
EViews Developer
Posts: 239
Joined: Thu Apr 25, 2013 7:48 pm

Re: VAR estimation (v10)

Postby EViews Matt » Wed Jan 17, 2018 2:21 pm

If you take at a look at the documentation for the VAR interface, you'll find that the lag specification must be entered as one or more intervals, i.e., pairs of numbers defining a starting and ending lag. Consequently, the lag specification should always include an even number of numbers. For example, entering "2 5" means include lags 2, 3, 4, and 5, not just lags 2 and 5. As another example, entering "1 3 5 5 8 8" means include lags 1, 2, 3, 5, and 8.

kokon1
Posts: 3
Joined: Sat Jan 13, 2018 1:24 pm

Re: VAR estimation (v10)

Postby kokon1 » Wed Jan 17, 2018 5:35 pm

I see. Thanks a lot!


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 2 guests