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variance-covariance matrix
Posted: Tue Feb 14, 2012 11:03 am
by Scalper
hello,
How can i calculatue the variance-covariance matrix in Eviews?
best regards
Re: variance-covariance matrix
Posted: Tue Feb 14, 2012 11:05 am
by startz
The variance-covariance matrix of what?
Re: variance-covariance matrix
Posted: Tue Feb 14, 2012 11:34 am
by Scalper
of the reduced form VAR
Re: variance-covariance matrix
Posted: Tue Feb 14, 2012 11:37 am
by startz
View/residuals/covariance matrix in the VAR?
Re: variance-covariance matrix
Posted: Tue Feb 14, 2012 11:41 am
by Scalper
thank you startz.
What test we have to do for observe the contemporaneous relationship on variables?!
regards