VAR estimation

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.

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luckygift2002
Posts: 7
Joined: Mon Feb 22, 2010 2:21 pm

VAR estimation

Postby luckygift2002 » Mon Feb 22, 2010 2:43 pm

Dear all,
Can any one help me?

I would like to estimate a VAR(1), the command is

var .ls 1 1 y x

But I have found that the estimation has included constant, I am wondering how to get rid off the constant. Any help would be very appreciated.

Many thanks,

Jing

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: VAR estimation

Postby EViews Gareth » Mon Feb 22, 2010 2:48 pm

var.ls(noconst) 1 1 y x

luckygift2002
Posts: 7
Joined: Mon Feb 22, 2010 2:21 pm

Re: VAR estimation

Postby luckygift2002 » Tue Feb 23, 2010 12:33 pm

Many thanks Gareth


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