Lags with VAR

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giotira
Posts: 13
Joined: Wed Mar 10, 2010 10:13 am

Lags with VAR

Postby giotira » Wed Jul 14, 2010 2:01 am

hi,
I am doing a VAR with panel data approach, using data of 70 different asset taken in 16 different period of time.
First I regress a VAR with 4 lags, but now I would like to test also VAR with different lag. I tried to change it in the regression window and E-Views allow me to regress only pair lag (2,4,6,8) while I would like to regress evry lag (1,2,3,4,5,6).
Do you know how can I do it?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Lags with VAR

Postby EViews Glenn » Wed Jul 14, 2010 9:35 am

The lag pairs specify the start and end of a range of lags. So if I understand the question correctly, you need only enter "1 6".

giotira
Posts: 13
Joined: Wed Mar 10, 2010 10:13 am

Re: Lags with VAR

Postby giotira » Wed Jul 14, 2010 10:34 am

You are a Genius!!!!!!

Thank you so much!!!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Lags with VAR

Postby EViews Glenn » Wed Jul 14, 2010 1:49 pm

Gareth is the genius, I just play one on TV.


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