Hello everyone,
I am having trouble with the recovery of the residuals in a VAR model. If
if do it though the GUI everything is ok, but if I try to do it through a
code, then I can only recover the residuals (as a time series) of the
first equation, but for the remaining equations, I can only get them as a
matrix. Here is this simple example code:
open np.gdt
var 2 rgnp emply interest --robust
series Resid1=$uhat[,1] # This one works perfectly
series Resid2=$uhat[,2] # This one does not; mismatch between series and
matrix
this is probably a rookie's mistake, but I cannot see where the problem is.
Thanks,
Daniel
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Daniel Ventosa-Santaulària
División de Economía,
*CIDE*
- *www.ventosa-santaularia.com <
http://www.ventosa-santaularia.com>*
- Tel. +52 (55) 5727 98 00 X-2723
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