Lags with VAR
Posted: Wed Jul 14, 2010 2:01 am
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?
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?