Search found 2 matches

by VVV
Sun Mar 02, 2014 9:34 am
Forum: Estimation
Topic: Trying to make a VAR model work but constantly getting error
Replies: 3
Views: 3099

Re: Trying to make a VAR model work but constantly getting e

Thank you for your quick reply. What do you recommend I do? The lag should be 4. Shall I gather more data or eliminate some of the variables? One more thing, when I run the VAR (with 1 lag) I only get 14 observation, why is this? I thought since I have 14 years of data and 7 variables, I have to hav...
by VVV
Sat Mar 01, 2014 10:00 am
Forum: Estimation
Topic: Trying to make a VAR model work but constantly getting error
Replies: 3
Views: 3099

Trying to make a VAR model work but constantly getting error

Hello everyone, I am currently trying to get a VAR model to work, however when I try it I get the error message "Insufficient number of observations to estimate ## coefficients per equation in VAR." Can anyone please tell me why this is happening? The file is attached, so if anyone does ha...

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