Residuals from VAR-model

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.

Moderators: EViews Gareth, EViews Moderator

Post Reply
niels
Posts: 14
Joined: Mon Nov 10, 2008 1:30 am

Residuals from VAR-model

Postby niels » Mon Nov 10, 2008 1:48 am

Hi there! How can it be that when I estimate a VAR-model and do a test for normality in the residuals the test-results are different compared to the normality-test conducted when the residuals are obtained from the procedure "Make residuals" ?

Bibi

Niels Mellemgaard
Denmark
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: Residuals from VAR-model

Postby EViews Gareth » Mon Nov 10, 2008 8:20 am

Is your copy of EViews up-to-date? One of the recent patches addressed this issue.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests