EViews.com

Hi

I have ran a VAR(5) model and have generated the variance/covariance matrix of the residuals. However I now need use these the variances and covariances in an equation. How can I do this?

Any help would be greatly appreciated

Many thanks,
Aisling

I'm not 100% certain I understand what you mean by that. In general you cannot use matrices inside estimation objects in EViews.