Thank you for waste time here.
I have a big problem for me about the Dummy Variable function of the VAR model.
I have done the monthly data for two different stock market history value, housing price indicator history value. Then I would like to adding a Dummy Variable function of World Wide Finance Risk Event time line into Excel enrichment and proving research result. It is include "0" and "1". The "0" represent the risk already occurrence at the period, for example the Feb 2007 to Jan 2011 that Dummy Variable function column should be type "0". Otherwise, I will type "1" in the relate column mention that has not occurrence at the period.
Is it right about the custom Dummy Variable function of the VAR model?
How to run VAR with Dummy Variable Function into the EViews? If the 0 and 1 almost input in the Excel column. How to compare and explain the Dummy Variable result from EViews?
I am reading the relation text book but still don't understand.
I know I am not good English user. Hope it will not confusion you guys. Please Help. Thank you so much.
For econometric discussions not necessarily related to EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 3 guests