varience/covarience matrix of error of VAR
Posted: Tue May 14, 2013 3:04 pm
Hello,
After I run the following VAR, how can I see the variance covarience matrix of error terms?
var.ls 1 12 sup pr @ @expand(@month, @dropfirst)
Thanks a lot
Alps
After I run the following VAR, how can I see the variance covarience matrix of error terms?
var.ls 1 12 sup pr @ @expand(@month, @dropfirst)
Thanks a lot
Alps