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VAR lags

Posted: Mon Apr 01, 2013 8:58 am
by qwerty87
Hello,

I am trying to estimate a VAR in first differences. I only need one endogenous variable for my model, and I am trying to input D(X(0 to -7)) in exogenous but eviews returns "0TO-7 is not a valid index for DX". What could be wrong here? I can't seem to find the problem.

Re: VAR lags

Posted: Mon Apr 01, 2013 9:11 am
by EViews Gareth
VARs don't accept the (0 to -7) syntax. Enter the variables one at a time, manually.

I have to say though, Are you sure you didn't just mean to put D(X) in the endogenous variable box, and then put "1 7" in the lag box?