In Eviews 13, a line like this would work:
var var_example.ls(noconst) 0 0 x1 x2 @ exog1
It would successfully create a VAR with no lags -- each endogenous variable is simply only regressed against "exog1".
I perfectly understand that this is not exactly what a VAR should be - but the ability to do this had some practical uses. For example, it allowed me to regress a large number of variables against the same set of explanatory variables to compare the results quickly side-by-side.
In Eviews 14, when I try to do that, I get an error messages saying "VAR methods only support positive lag ranges".
It is obviously not a big deal - and not even a bug per se - but it seems unnecessarily restrictive. So, just putting that out there.
Why can't we create a var with no lags anymore in EViews 14?
Moderators: EViews Gareth, EViews Moderator
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random_user
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EViews Gareth
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Re: Why can't we create a var with no lags anymore in EViews 14?
Many of the enhancements made to the VAR object in EViews 14 made it impossible to continue to support the (edge) case of a 0 lag VAR.
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random_user
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Re: Why can't we create a var with no lags anymore in EViews 14?
Ok, I see. Thanks for the quick response!
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