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Posted: **Fri Oct 17, 2014 8:09 am**

Hi,

I was wondering whether there is a way to specify the number of lags in a VAR in, say, a scalar (or any other object), and then to refer to it in the code?

Something like:

----------------------------
scalar L=3

Var test.ls 1 L variable1 variable2
---------------------------

Obviously the above is not working, otherwise I wouldn't have to post this thread :).

I have a lot of different VARs to estimate and this would make putting the results in tables so much more efficient.

Thanks!

Posted: **Fri Oct 17, 2014 8:14 am**

Normally you'd use a program variable rather than a scalar object, so it would be:

Code: Select all


!L=3

Var test.ls 1 !L variable1 variable2

But if you really want to use a scalar object, you can do:

Code: Select all


scalar L=3

Var test.ls 1 {L} variable1 variable2

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VAR - specifying number of lags by referring to scalar/...

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Re: VAR - specifying number of lags by referring to scalar/.