VEC Error Message

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wcs
Posts: 1
Joined: Tue Mar 22, 2011 11:14 am

VEC Error Message

Postby wcs » Tue Mar 22, 2011 11:29 am

Hi,

I'm trying to estimate a VEC Model with 10 exogenous variables and only one endogenous variable but received an error message "VEC Specification requires at least 2 Series"... Can someone explain to me why I received that message? Can I run VEC with only one Endogenous Variable?
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: VEC Error Message

Postby EViews Gareth » Tue Mar 22, 2011 11:44 am

As the error message indicates, you need at least two endogenous variables in a VEC in EViews. I'm not quite sure I follow what a univariate VEC would be. It may be possible that what you're after is available in one of the single equation estimation methods.
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