Threshold VAR: Number of observations is not valid for vector-series-coefficient
Posted: Sat Jul 11, 2020 5:57 am
Hi everyone
I have data of six variables with 176 observations. I want to fit a threshold VAR model to this data using the 'thsvar' add-ins, but I always get this error message when I run the model
Any help is deeply appreciated
I have data of six variables with 176 observations. I want to fit a threshold VAR model to this data using the 'thsvar' add-ins, but I always get this error message when I run the model
How can I fix this error?175 is not a valid index for vector-series-coefficient D1V.
Any help is deeply appreciated