18 February 2021 3 10K Report

I am using annual time series data to estimate a VAR model in R. However, when I run the command to find the optimal lag length, I get the following error:

Fehler in VARselect(data, lag.max = 10, type = "const") : NAs in y.

Although there are no NAs in the data frame that I ma using to estimate the model. What does it indicate? how can I resolve this issue? Also, is it necessary to check for stationarity before applying VAR?

Thank you!

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