Why can't we create a var with no lags anymore in EViews 14?

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random_user
Posts: 28
Joined: Wed Jun 23, 2021 1:48 pm

Why can't we create a var with no lags anymore in EViews 14?

Postby random_user » Fri Mar 28, 2025 6:23 am

In Eviews 13, a line like this would work:

var var_example.ls(noconst) 0 0 x1 x2 @ exog1


It would successfully create a VAR with no lags -- each endogenous variable is simply only regressed against "exog1".

I perfectly understand that this is not exactly what a VAR should be - but the ability to do this had some practical uses. For example, it allowed me to regress a large number of variables against the same set of explanatory variables to compare the results quickly side-by-side.

In Eviews 14, when I try to do that, I get an error messages saying "VAR methods only support positive lag ranges".

It is obviously not a big deal - and not even a bug per se - but it seems unnecessarily restrictive. So, just putting that out there.

EViews Gareth
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Re: Why can't we create a var with no lags anymore in EViews 14?

Postby EViews Gareth » Fri Mar 28, 2025 8:04 am

Many of the enhancements made to the VAR object in EViews 14 made it impossible to continue to support the (edge) case of a 0 lag VAR.

random_user
Posts: 28
Joined: Wed Jun 23, 2021 1:48 pm

Re: Why can't we create a var with no lags anymore in EViews 14?

Postby random_user » Fri Mar 28, 2025 8:30 am

Ok, I see. Thanks for the quick response!


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