Search found 2 matches
- Tue Aug 19, 2014 11:28 am
- Forum: VARs (Vector Autoregression Models)
- Topic: %XX command
- Replies: 2
- Views: 5371
Re: %XX command
Perfect. Thanks so much!
- Mon Aug 18, 2014 8:18 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: %XX command
- Replies: 2
- Views: 5371
%XX command
Hi all, I am wondering what is computed with %XX after estimating a VAR. The manual says it should be(X'X)^-1, but I cannot replicated the output when doing my own calculations. I am thinking that perhaps I am filling the X matrix incorrectly. For example - If I have a VAR(2) with 4 variables how sh...