EViews.com

I noticed that Eviews software adjusts my data automatically when estimating the VAR model using OLS. For example, my data was from 2000-2015, when I estimated the model I found that the system adjusted the sample to 2001-2015!. Any explanation for such kind of adjustment? by the way, I'm using Eviews 8.

To estimate a VAR(1), you need one lag of data to use as the regressor. If your data starts in 2000, you can only estimate from 2001 onwards since you need that one period lag of data.

Many thanks for your reply.