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When I set up the lags to be odd number, e.g. 3, 5, 7 etc. I can't impose VAR restrictions in the standard VAR form in Eviews 10.

Hello,

I haven't been able to replicate this issue. In the VAR Specification window, are you entering the lag intervals correctly? For example, if you wanted lags 3, 5, and 7 you'd enter "3 3 5 5 7 7". Entering just "3 5 7" is a bad specification, so the restriction tab will behave as if no lags were entered.

Hi Matt,

I'm entering them like "1 2 3". Then, when I go to impose restrictions, I'm unable to do that. There is no "matrix" to appear where I can set up the coef. restrictions.

If you take at a look at the documentation for the VAR interface, you'll find that the lag specification must be entered as one or more intervals, i.e., pairs of numbers defining a starting and ending lag. Consequently, the lag specification should always include an even number of numbers. For example, entering "2 5" means include lags 2, 3, 4, and 5, not just lags 2 and 5. As another example, entering "1 3 5 5 8 8" means include lags 1, 2, 3, 5, and 8.

I see. Thanks a lot!