hi,
I am doing a VAR with panel data approach, using data of 70 different asset taken in 16 different period of time.
First I regress a VAR with 4 lags, but now I would like to test also VAR with different lag. I tried to change it in the regression window and E-Views allow me to regress only pair lag (2,4,6,8) while I would like to regress evry lag (1,2,3,4,5,6).
Do you know how can I do it?
Lags with VAR
Moderators: EViews Gareth, EViews Moderator
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EViews Glenn
- EViews Developer
- Posts: 2682
- Joined: Wed Oct 15, 2008 9:17 am
Re: Lags with VAR
The lag pairs specify the start and end of a range of lags. So if I understand the question correctly, you need only enter "1 6".
Re: Lags with VAR
You are a Genius!!!!!!
Thank you so much!!!
Thank you so much!!!
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EViews Glenn
- EViews Developer
- Posts: 2682
- Joined: Wed Oct 15, 2008 9:17 am
Re: Lags with VAR
Gareth is the genius, I just play one on TV.
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