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Hi,
I am trying to estimate the optimal lag length in a VAR estimation. However, when I open the lag length window I don't understand how is expressed the estimation sample. I would like to input as estimation sample 1985q1 2016q1, the problem is that when I write those dates in the estimation sample box and press ok EViews tells me that this date expression is "illegal". And when I click on lag length this is what comes out in the estimation sample box:

VAR Type:

unrestricted VAR
Vector Errror Correction
Bayesian VAR

Estimation sample :
1 125


Lag intervals for Endogenous:
1 2

Endogenous Variables:

Exogenous Variables:
c

Could you please help me to figure it out what does it mean and how I have to write the estimation period?
Thank you.

We cannot see the attachment.

VAR Type:

unrestricted VAR
Vector Errror Correction
Bayesian VAR

Estimation sample :
1 125


Lag intervals for Endogenous:
1 2

Endogenous Variables:

Exogenous Variables:
c

Thank you.

Looks like your workfile is not dated. You need to structure your workfile as dated before you can use dates in a sample. From the workfile click on Proc->Reshape/Restructure current page.

Thank you I have fixed the problem as you suggested