Exogenous variables in VAR

[Aktar]

How i can make a model like this with auto-spec in eviews ?

sp= c*sp(-1)
returns=c*returns(-1) + c*sp

The foreign stock exchange (sp) index follows its own dynamics

Domestic stock exchange movements (returns) are affected by its own lag and movements of the foreign stock exchange
Therefore, the foreign stock exchange can be thought to have an exogenous affect on the domestic stock exchange. None of the lag variables of the domestic stock exchange determine foreign stock exchange; however, lag values and spot values of
the foreign stock exchange affect domestic stock exchange movement

if i don't specify equation (1) it is not possible to make the equity price responce to the s&p increase

[trubador]

Open a system object and write your equation in it (Object/New Object/System). You should be careful in estimating your model, since you have an endogenous variable in the right-hand side of an equation. EViews offers more than one technique to estimate such models and you should decide the most appropriate one for your case.