VAR model interpretation

For econometric discussions not necessarily related to EViews.

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kevinvanb
Posts: 3
Joined: Tue Jun 11, 2013 10:37 pm

VAR model interpretation

Postby kevinvanb » Wed Jun 12, 2013 11:45 am

Hello people,

Let's say I use a VAR model on a set of two variables. The output that Eviews yields, how should that be transformed to
the theoretical model?

so yt = c + [ ] [yt-1] + E?

Thanks

kevinvanb
Posts: 3
Joined: Tue Jun 11, 2013 10:37 pm

Re: VAR model interpretation

Postby kevinvanb » Wed Jun 12, 2013 11:45 pm

No one?


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