Transcription of var — Vector autoregressive models - Stata
{{id}} {{{paragraph}}}
Example: confidence
var — Vector autoregressive models - Stata
Vector autoregressive modelsSyntaxMenuDescriptionOptionsRemark s and examplesStored resultsMethods and formulasAcknowledgmentReferencesAlso seeSyntaxvardepvarlist[if] [in] [,options]optionsDescriptionModelnoconst antsuppress constant termlags(numlist)use lagsnumlistin theVARexog(varlist)use exogenous variablesvarlistModel 2constraints(numlist)apply specified linear constraintsnologsuppressSURE iteration logiterate(#)set maximum number of iterations forSURE; default isiterate(1600)tolerance(#)set convergence tolerance ofSURE noisureuse one-stepSURE dfkmake small-sample degrees-of-freedom adjustmentsmallreport small-sampletandFstatisticsnobigfdo not compute parameter Vector for coefficients implicitlyset to zeroReportinglevel(#)set confidence level; default islevel(95)lutstatsreport L utkepohl lag-order selection statisticsnocnsreportdo not display constraintsdisplayoptionscontrol column formats, row spacing, and line widthcoeflegenddisplay legend instead of statisticsYou musttssetyour data before usingvar; see [TS] contain time-series operators; see[U] Time-series ,fp,rolling,statsby, andxiare allowed; see[U] Prefix not appear in the dialog [U] 20 Estimation and postestimation commandsfor more capabilities of estimation >Multivariate time series> Vector autoregression (VAR)12 var Vector autoregressive modelsDescriptionvarfits a multiv
var— Vector autoregressive models 5 The output has two parts: a header and the standard Stata output table for the coefficients, standard errors, and confidence intervals. The header contains summary statistics for each equation in the VAR and statistics used in selecting the lag order of the VAR. Although there are standard formulas for all
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: