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periods selection in var variance decomposition box
Posted: Mon Jun 16, 2014 11:52 pm
by ANDROO1988
hi every body
i have quarterly data for 10 years. i try estimate a var model. in var variance decomposition box in eviews how select periods?
eviews select automaticlly 10 periods
thanks
Re: periods selection in var variance decomposition box
Posted: Tue Jun 17, 2014 8:04 am
by EViews Gareth
In the variance decomposition dialog, in the box labelled "Periods", change it from 10 to something else.
Re: periods selection in var variance decomposition box
Posted: Tue Jun 17, 2014 9:36 am
by ANDROO1988
thanks
but is it dependent to our data?
Re: periods selection in var variance decomposition box
Posted: Tue Jun 17, 2014 9:44 am
by EViews Gareth
I'm not sure what you are asking.
Re: periods selection in var variance decomposition box
Posted: Wed Jun 18, 2014 2:47 am
by ANDROO1988
if we have quarterly data for ten years , then we should select 40 periods?
40 periods is optimal ?