maximum variables for VAR system

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delcredere
Posts: 15
Joined: Sat Sep 10, 2011 2:52 pm

maximum variables for VAR system

Postby delcredere » Wed Aug 13, 2014 6:58 pm

please is there a maximum number of variables to be included in a VAR system? I have 20 variables, using annual time series from 1970-2011.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: maximum variables for VAR system

Postby EViews Gareth » Thu Aug 14, 2014 7:37 am

EViews can easily handle a VAR with 20 variables.
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