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The important thing is to remain as consistent as possible, if one of your variables is in percentage then all others should also be percentage. Second, why are you taking first differences? usually the reason is that you have non-stationary variables. For interpretation on the other hand, you shoul...

Greetings, I am having trouble on a VAR estimation issue and I would appreciate it if anybody could provide me with an answer to the following: I am estimating a cointegrated VAR (first differences) which has an ECM in it. A VAR's has the variables starting at lag t-1 up to lag p. EVIEWS does the jo...

Hello there, I am trying to restricted to allow restrictions on the constant term in a VEC estimation. I am not familiar with coding and EVIEWS does not allow restrictions on the constant term to be placed from the dialog. I have 6 endogenous variables, and 9 time-dummies. Any Help is greatly apprec...

Hello there, I am trying to determine which variables are exogenous and which are endogenous in a VAR. In order to do so, I set up a VAR which I estimated, and went to VAR Granger Causality/Block Exogeneity Wald Tests. I am however unsure of how to interpret the results; If I have high p-values for ...

Hello,

I am trying to estimate a VAR in first differences. I only need one endogenous variable for my model, and I am trying to input D(X(0 to -7)) in exogenous but eviews returns "0TO-7 is not a valid index for DX". What could be wrong here? I can't seem to find the problem.