Problem running VAR model

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choko.mink
Posts: 1
Joined: Mon Feb 10, 2014 8:34 pm

Problem running VAR model

Postby choko.mink » Tue Feb 11, 2014 7:07 am

Hello everyone,



Could anyone suggest what I did wrong when running VAR model?



I run VAR model based on the information from this book:

http://egei.vse.cz/english/wp-content/u ... etrics.pdf page 852,

(data from table 17-3 : http://www.4shared.com/file/fHDEiJ7P/Gu ... ff=7637829)



the results shall be like (from page 852,853) :

Image



But I got the different results from the book. I have tired both eviews 4 and 7 but they give me the same results:
Image
Image



Could you guys please guide me what I did wrong?
Image
Image

Thank you so much in advance.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Problem running VAR model

Postby EViews Glenn » Tue Feb 11, 2014 7:58 am

From the sample and the dependent variable descriptives, it looks like you are running the estimates on different data.


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