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Residuals from VAR-model

Posted: Mon Nov 10, 2008 1:48 am
by niels
Hi there! How can it be that when I estimate a VAR-model and do a test for normality in the residuals the test-results are different compared to the normality-test conducted when the residuals are obtained from the procedure "Make residuals" ?

Bibi

Niels Mellemgaard
Denmark

Re: Residuals from VAR-model

Posted: Mon Nov 10, 2008 8:20 am
by EViews Gareth
Is your copy of EViews up-to-date? One of the recent patches addressed this issue.