creating a VAR model

[luching]

Hi Tom,

I have a VAR model which I specify as follows:

system 1 to nvars
var 1 to nvars
lags 1 to nlags
det CONSTANT
specify(type=general,tight=.2,lag=harm,decay=1.0,noprint)
kfset kfs
end(system)

I would like to create a VAR model, let's call it VARMODEL, by using the equation numbers. I tried using the group command, but it does not seem to work. Could you please advise?

Thanks, Luching.

[TomDoan]

Hi Tom,

I have a VAR model which I specify as follows:

system 1 to nvars
var 1 to nvars
lags 1 to nlags
det CONSTANT
specify(type=general,tight=.2,lag=harm,decay=1.0,noprint)
kfset kfs
end(system)

I would like to create a VAR model, let's call it VARMODEL, by using the equation numbers. I tried using the group command, but it does not seem to work. Could you please advise?

Thanks, Luching.

You would have to do explicit casts to the equation type with something like the following (for 2 equations):

Code: Select all

group varmodel ([equation]1) ([equation]2)