Short and easy question about "makeresids"
Posted: Thu Mar 06, 2014 5:27 pm
Hello,
I have very short and easy question about makeresids command, especially for VAR object.
When I control the sample, for example,
smpl if w < 1
I construct a VAR object following:
var v01.ls 1 1 a b c @ w
Assume there are 100 observations satisfying that condition.
Additionally, I control the sample other way, for example,
smpl if w > 1
var v02.ls 1 1 a b c @ w
I wish to make residuals each way and merge it. So I used makeresids command.
In short, I typed at program window this way.
smpl if w < 1
var v01.ls 1 1 a b c @ w
v01.makeresids a1 b1 c1
smpl if w > 1
var v02.ls 1 1 a b c @ w
v02.makeresids a2 b2 c2
The problem is, although the condition is alternative, the residual series overlaps.
(When I did it by click, it works well, the series does not overlap)
As I should use program command because 'for loop' also should be used.
I have very short and easy question about makeresids command, especially for VAR object.
When I control the sample, for example,
smpl if w < 1
I construct a VAR object following:
var v01.ls 1 1 a b c @ w
Assume there are 100 observations satisfying that condition.
Additionally, I control the sample other way, for example,
smpl if w > 1
var v02.ls 1 1 a b c @ w
I wish to make residuals each way and merge it. So I used makeresids command.
In short, I typed at program window this way.
smpl if w < 1
var v01.ls 1 1 a b c @ w
v01.makeresids a1 b1 c1
smpl if w > 1
var v02.ls 1 1 a b c @ w
v02.makeresids a2 b2 c2
The problem is, although the condition is alternative, the residual series overlaps.
(When I did it by click, it works well, the series does not overlap)
As I should use program command because 'for loop' also should be used.