VAR lags

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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qwerty87
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Joined: Mon Apr 01, 2013 8:52 am

VAR lags

Postby qwerty87 » Mon Apr 01, 2013 8:58 am

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.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: VAR lags

Postby EViews Gareth » Mon Apr 01, 2013 9:11 am

VARs don't accept the (0 to -7) syntax. Enter the variables one at a time, manually.

I have to say though, Are you sure you didn't just mean to put D(X) in the endogenous variable box, and then put "1 7" in the lag box?
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