Problem with VAR model (Normality test)
Posted: Wed Nov 09, 2011 10:14 am
In my VAR model, after I had taken the normality test, the result showed that I had 3 equations in which the residual was not normal (out of 6 equations)
In other test, my model was passed.
Can these problems with normality test affect "impulse response" result? How I can solve these problems?
Because I am a student from a university and I have not learned VAR model in uni. I just learn by myself so please help me with these problems.
Thank you so much
In other test, my model was passed.
Can these problems with normality test affect "impulse response" result? How I can solve these problems?
Because I am a student from a university and I have not learned VAR model in uni. I just learn by myself so please help me with these problems.
Thank you so much