VAR lags
Posted: Mon Apr 01, 2013 8:58 am
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.
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.