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