VAR model interpretation
Posted: Wed Jun 12, 2013 11:45 am
Hello people,
Let's say I use a VAR model on a set of two variables. The output that Eviews yields, how should that be transformed to
the theoretical model?
so yt = c + [ ] [yt-1] + E?
Thanks
Let's say I use a VAR model on a set of two variables. The output that Eviews yields, how should that be transformed to
the theoretical model?
so yt = c + [ ] [yt-1] + E?
Thanks