Hello,
When we apply VAR/VECM we only get the coefficient value and standard error. Then we to have separately run a process to get the p values also. How can i get all these in one process to save time and get better output
I am not able to do so in eviews
Vaibhav Agg After running the VAR /VECM model,
1. Go to the 'proc' option.
2. Select 'make system'.
3. Select 'order by variable'.
4. select the equation.
5. Estimate the equation by OLS. You will get the p values.
Thanks but this is a very cumbersome process and there are chances of errors while tabulation for a paper. Why is eviews not giving p values alongside VAR results itself. When i am trying to use VAR in stata for daily data for 5 years when calculating VAR somehow the number of observations get reduced to half of what it should be. Please advice
Download a free software gretl. Go to p value finder. There you will have t statistic and degree of freedom. Type degree of freedom and t values. You will get p values.
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