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Concept of SSR of a VAR
Posted: Sun Apr 08, 2018 1:42 pm
by lpando08
Hello, I have a question about the SSR of a VAR that Eviews report in the estimation window. When I run a VAR and it has, for example , 4 equations and Ewiews reports a SSR for each équation... which is the total SSR of the VAR? The sum of these 4 SSR?
Thank you for your help!
Luciana
Re: Concept of SSR of a VAR
Posted: Mon Apr 09, 2018 9:22 am
by EViews Matt
Hello,
The real question is, what are you trying to quantify through a "total SSR of the VAR"?
Re: Concept of SSR of a VAR
Posted: Wed Apr 11, 2018 10:26 am
by lpando08
I have many VARs and I want to fin d he VAR with the minium SSR.
Re: Concept of SSR of a VAR
Posted: Wed Apr 11, 2018 11:58 am
by EViews Matt
What I'm hinting at is that there are other available metrics for selecting the "best" VAR. If you look at the bottom of a VAR's estimation output you'll find a variety of summary statistics for the VAR as a whole.