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Lags with VAR

Posted: Wed Jul 14, 2010 2:01 am
by giotira
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?

Re: Lags with VAR

Posted: Wed Jul 14, 2010 9:35 am
by EViews Glenn
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

Posted: Wed Jul 14, 2010 10:34 am
by giotira
You are a Genius!!!!!!

Thank you so much!!!

Re: Lags with VAR

Posted: Wed Jul 14, 2010 1:49 pm
by EViews Glenn
Gareth is the genius, I just play one on TV.