Search found 3 matches
- Tue Jan 05, 2010 11:14 pm
- Forum: Estimation
- Topic: Illegal lag specification
- Replies: 2
- Views: 7350
Illegal lag specification
When I run the VAR model in eviews.( i have three variables) liquidity, volatility and return. the SIC crietrion suggests 5 lags but whenever i put any odd number of lags in VAR model it says "illegal lag specification"... but when i put lag length as 2,4,6 it runs... can any one suggest w...
- Fri Nov 13, 2009 2:02 am
- Forum: Programming
- Topic: How to save the regression output
- Replies: 2
- Views: 6300
Re: How to save the regression output
Thanks it worked
- Thu Nov 12, 2009 7:17 am
- Forum: Programming
- Topic: How to save the regression output
- Replies: 2
- Views: 6300
How to save the regression output
I have to run a ols regression for several firms. When i was doing it for simple regression the program saved the regression as text file. But when I used newey west correction and used eq1.ls(n) C3 c PSL ER1 size BM instead of eq1.ls(p) C3 c PSL ER1 size BM the program did not give any output. Can ...