Problem running VAR model
Posted: 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) :
But I got the different results from the book. I have tired both eviews 4 and 7 but they give me the same results:
Could you guys please guide me what I did wrong?
Thank you so much in advance.
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) :
But I got the different results from the book. I have tired both eviews 4 and 7 but they give me the same results:
Could you guys please guide me what I did wrong?
Thank you so much in advance.