The required number of observations
Posted: Mon Dec 24, 2012 6:50 am
by magaoshou
how many observations will i need for the VAR regression with 14 regressors? apparently, 28 is not enough. attached is the workfile in case it's needed. thanks in advance
Re: The required number of observations
Posted: Mon Dec 24, 2012 9:31 am
by startz
The minimum is the lag length times the number of variables, plus 1. As a practical matter, you need a fair number more than that.
Re: The required number of observations
Posted: Mon Dec 24, 2012 5:02 pm
by magaoshou
The minimum is the lag length times the number of variables, plus 1. As a practical matter, you need a fair number more than that.
ok, thanks a lot for the reply!
