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- Thu Feb 18, 2021 3:01 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 4558595
Re: FAVAR add-in
Hi everyone, First of all, I want to express my gratitude for the add-in, its very usefull. I have a question: when I run my FAVAR I got serial correlation in the error, so to correct that I have to take just some lags (the ones statistical significative), not from 1 to 12. For example, I need to ta...