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Actually, setting the !r2 outside of the loop makes does not change matters all that much, as it still does not do the lag selection What puzzles me is that I am currently runninng an identical program for another country and that one seems to be runnning (and doing the lag selection) fine (attached...

I know, that is what is driving me completely crazy.
Could you run the routine and see if you get any different results?
I attach the program and the xls
Rgds

Hi, I am trying to run a routine to perform the best lag selection for a regression. When I run it it doesn't pick the best lag, but rather takes the last lag available. The routine looks like this for !i=0 to 12 !r2=0 %fcistring= " " %fcibest=" " if !i=0 then %fcistring= "f...

Thanks, that solves the problem.

var_{%k}.ls 1 j d_oil d_fao_d d_{%k}_cpif d_{%k}_fx @ dum1 dum2 dum3


Aparently the command does not recognize the scalar j as a number. That is muy guess.

I am running the following program to select the lag order in a VAR. However, I get an illegal lag specification when I run it. Does anyone know why this is? var var_{%k} var_{%k}.ls 1 4 d_oil d_fao_d d_{%k}_cpif d_{%k}_fx @ dum1 dum2 dum3 var_{%k}.laglen(4,vname=vec_{%k}) scalar j=vec_{%k}(4) var_{...