Maybe it's related to 7 lags and 20 obs, which may run already
into
d.o.f. problems? Of course the behavior is still a bug.
Yes that's true. I was
actually intending to do a VAR lag selection
but accidentally selected VAR (which has the same dialog window) and
got this output :-)
Talha
--
“An expert is a person who has made all the mistakes that can be made
in a very narrow field.” - Niels Bohr (1885-1962)
--