Illegal lag specification
Posted: Tue Jan 05, 2010 11:14 pm
When I run the VAR model in eviews.( i have three variables) liquidity, volatility and return. the SIC crietrion suggests 5 lags but whenever i put any odd number of lags in VAR model it says "illegal lag specification"...
but when i put lag length as 2,4,6 it runs...
can any one suggest what do i do...
but when i put lag length as 2,4,6 it runs...
can any one suggest what do i do...