Thank you for your quick reply, Gareth.
I'm sorry I didn't thank you earlier.
Search found 2 matches
- Mon Mar 07, 2011 1:50 am
- Forum: Programming
- Topic: the command to determine the lag length for a VAR
- Replies: 2
- Views: 4009
- Sun Feb 20, 2011 10:32 pm
- Forum: Programming
- Topic: the command to determine the lag length for a VAR
- Replies: 2
- Views: 4009
the command to determine the lag length for a VAR
I need to estimate a VAR model with Eviews7 on a lot of time series data. I usually use the option 'view' / 'lag structure' / 'lag length criteria' on the VAR window. But this time, I'd like to do that automatically by unning the command. Does anyone know the command to estimate the optimal lag leng...