Search found 5 matches
- Tue May 18, 2021 10:45 am
- Forum: VARs (Vector Autoregression Models)
- Topic: VAR diagnostic tests
- Replies: 0
- Views: 27268
VAR diagnostic tests
Dear Forum participants I 'd like to have your advice of how to perform diagnostic test for my VAR model using ESTIMATE instruction For example 1. Inverse roots of characteristic AR polynomial Lütkepohl (1991). 2.Box-Pierce/Ljung-Box Q-statistics for residual serial correlation 3.White Heteroskedast...
- Sun May 09, 2021 9:04 am
- Forum: Help With Programming
- Topic: Error in group instruction
- Replies: 5
- Views: 52189
Re: Error in group instruction
Here is the updated code!
- Sun May 09, 2021 9:03 am
- Forum: Help With Programming
- Topic: Error in group instruction
- Replies: 5
- Views: 52189
updated RATS code
I removed some bugs and still the code does not produce IRFs. Can you identify the reason why?
- Wed Apr 28, 2021 3:01 pm
- Forum: Help With Programming
- Topic: Error in group instruction
- Replies: 5
- Views: 52189
Correct program file
I attach the correct program file. Sorry for any inconvenience!
- Wed Apr 28, 2021 2:24 pm
- Forum: Help With Programming
- Topic: Error in group instruction
- Replies: 5
- Views: 52189
Error in group instruction
Dear Forum participant I debugged my code line by line, when I wrote the instruction for a group of equations the following error message showed up: ## SX11. Identifier EQPT1 is Not Recognizable. Incorrect Option Field or Parameter Order? >>>> eqmt1 eqnl1 eqpt1 <<<< Is it possible you meant EQIT1 EQ...