chenlili8315 wrote:Hi, all:
what is the code for displaying residual matrix for VAR?
I try to display the residual matrix for VAR, please see the following VAR code.
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calendar 1959 1 4
open data c:\users\lili\desktop\winrats\datas.xls
data(for=xls,org=col) / GDP Defl CPI FF TRE NB
var GDP Defl CPI TRE NB FF
lags 1 to 13
Note that we use a backwards slash (\) between the words “Covariance” and “Correlation” in the header because it looks like the diagonal of a matrix. The word “Covariance” lies to the left of the slash, reminding you that the covariance results appear on and to the left of the diagonal of the output matrix. Likewise, “Correlation” lies to the right of the slash, just as the correlation results appear to the right of the diagonal in
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