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VAR order P

Posted: Thu Dec 29, 2016 9:11 am

by NicolasR

Hi,

Is there a command to obtain the order p of the VAR(p)? Or maybe the number of parameters of the VAR?

Thanks.

Re: VAR order P

Posted: Thu Dec 29, 2016 9:17 am

by EViews Gareth

var.@lagorder or var.@lagcount

Re: VAR order P

Posted: Thu Dec 29, 2016 9:20 am

by NicolasR

Perfect, thanks.