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Re: Computing a Wald Test in a VAR
Posted: Wed Oct 26, 2011 10:42 am
by bukhari.aatif
You have to estimate the system first.
Thank you for your response.
But when I try to estimate the System, it says "No valid observations in Equation "y = C(1)*X1(-1)...+C(7)"
(I'm using 2 variables, 3 lags, with 13 observations)
Is there any solution to it?
Will Eviews 6.0 resolve the problem?
Re: Computing a Wald Test in a VAR
Posted: Wed Oct 26, 2011 10:50 am
by bukhari.aatif
Dear Eviews Gareth please respond if you are there.
Your advice is really valuable to me.
Is there any way I could conduct WALD on VAR having faced the above problems?
Re: Computing a Wald Test in a VAR
Posted: Wed Oct 26, 2011 11:07 am
by EViews Gareth
Why don't you post your workfile.
Re: Computing a Wald Test in a VAR
Posted: Wed Oct 26, 2011 11:16 am
by bukhari.aatif
Dear Eviews Gareth...
Thanks a ton for your response. I was trying to estimate VAR on natural-log values, due to which Eviews was having problem while estimating OLS for 3rd order lagged values. After reverting back to the original data (log-free), the problem has been resolved and it estimates the system, as well as runs WALD restrictions perfectly.
May God bless you.
Re: Computing a Wald Test in a VAR
Posted: Tue Nov 13, 2012 7:07 am
by CharlieEVIEWS
To those asking how to estimate a TY (1995) test in this thread, see:
http://davegiles.blogspot.co.uk/2011/04 ... ality.html
which explains how to do it in eviews in a very, very simple fashion.
Best wishes
Re: Computing a Wald Test in a VAR
Posted: Tue May 10, 2016 7:37 am
by habtishlove
Hey
I am using Eviews 9 to test T-Y Granger causality test
I want to do a Granger Non-Causality test in EViews within a VAR --- but --- I want to exclude the last lag in doing so. That means I just want to test whether the coefficients a_1, ... a_(p-1) are significantly different from zero. I do not want to include a_p in this test. Any suggestion how this is easily done?
Thanks
Re: Computing a Wald Test in a VAR
Posted: Sat Apr 22, 2017 1:47 am
by tayyaba.sami30
I am using eviews 8. I have estimated a var. Then have converted VAR into a system which is as follows:
P11 = C(1)*P11(-1) + C(2)*P11(-2) + C(3)*P14(-1) + C(4)*P14(-2) + C(5)
P14 = C(6)*P11(-1) + C(7)*P11(-2) + C(8)*P14(-1) + C(9)*P14(-2) + C(10)
I want to perform one wald test where i want to test if C(1)+C(2)=0 and another test on if C(3)+C(4)>C(6)+C(7)
After converting var into a system, i am getting only 3 options in view which are: system specification, gradients and derivatives and label. There is no option named coefficients test menu in view. How to perform the above mentioned tests???
Need help
Re: Computing a Wald Test in a VAR
Posted: Sat Apr 22, 2017 6:24 am
by EViews Gareth
You have to estimate the system