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Guys, any news on that?

Thanks

Hello,

do you know how the LM autocorrelation is interpreted for a VAR ( if for the lag used in the model, for instance VAR(2), there is no autocorrelation, then it is fine even if the test is done for 12 lags for example?

Also, how can one correct the autocorrelation for a VAR?

Hi,

thanks a lot, but in this case it does not have VAR as an estimation method, any advice on which one i can use. Basically I want to have that current y3 enters the regressions for y1 and y2? Thanks

Hello, I am not quite sure if there is a response to that but I am wondering the same thing?

can you explain more about exactly how to do that

Hi, I have three variable VAR (y1, y2, y3). In the normal case, the output will be how the lags of y1,y2 and y3 affect the current values of y1, y2 and y3. However, i would like to include, for instance the CURRENT y2 and y3 in the equation for y1, the current y1 and y2 in the equation for y3 and th...

hello,

I would like to ask how I can add a contemporaneous term to a VAR equation?