ok, thanks a lot for the reply!The minimum is the lag length times the number of variables, plus 1. As a practical matter, you need a fair number more than that.
Search found 2 matches
- Mon Dec 24, 2012 5:02 pm
- Forum: Econometric Discussions
- Topic: The required number of observations
- Replies: 2
- Views: 2359
Re: The required number of observations
- Mon Dec 24, 2012 6:50 am
- Forum: Econometric Discussions
- Topic: The required number of observations
- Replies: 2
- Views: 2359
The required number of observations
how many observations will i need for the VAR regression with 14 regressors? apparently, 28 is not enough. attached is the workfile in case it's needed. thanks in advance 
