Hi,I have a question about the VAR models. I have two annual time series from 1880 to 2011. I set the range of the sample from 1882 to 1970. Then a VAR(2) model is estimated, but in the OLS estimates are considered 89 observations (from 1882 to 1970) and not the observation from 1884 to 1970.
How can I solve this problem?
Best regards.
Alessandro Attanasio