varience/covarience matrix of error of VAR

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alps
Posts: 28
Joined: Sun Feb 24, 2013 7:42 am

varience/covarience matrix of error of VAR

Postby alps » Tue May 14, 2013 3:04 pm

Hello,
After I run the following VAR, how can I see the variance covarience matrix of error terms?

var.ls 1 12 sup pr @ @expand(@month, @dropfirst)
Thanks a lot
Alps
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EViews Gareth
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Re: varience/covarience matrix of error of VAR

Postby EViews Gareth » Tue May 14, 2013 3:32 pm

var.@residcov
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