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Hi

I have ran a VAR(5) model and have generated the variance/covariance matrix of the residuals. However I now need use these the variances and covariances in an equation. How can I do this?

Any help would be greatly appreciated

Many thanks,
Aisling

Thank you very much for your help
Aisling

Hi I wonder if anyone can help me as I am not very familiar with VAR estimation? I have estimated an unrestricted VAR(5) model with two endogenous variables (stock returns of two different countries) and would like to estimate the covariance matrix of the parameters. How can I do this? Any help woul...

Hi

I am not very familiar with VAR anlaysis so I would appreciate any help I can get
Could anyone advise me on how to estimate a variance-covariance matrix using an unrestricted VAR of the following form with two countries stock market returns as the endogenous variables.

Many thanks,
Aisling

Thank you very much for your help

Hi

I would like to compute two day rolling average returns how would I go about doing this in Eviews 6?

Thanks,
Aisling