Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Panel VAR results interpretation


From   aasim548 <[email protected]>
To   [email protected]
Subject   st: Panel VAR results interpretation
Date   Sat, 14 Jan 2012 14:18:28 -0800 (PST)

Hi all,
I have used panel var -pvar- command for my panel analysis. I coudln't
understand some results at the end of estimation. They are at the end of
this message. Would some one like to guide me what does symmetric uu[5,5]
matrix presents. How can I interpret it. similarly residuals correlation
matrix explains what and how to interepret it. Thanks in advance for kind
help.



just identified - Hansen statistic is not calculated 

*symmetric uu[5,5]*
             gdp         fdi         gcf        ccop          al
 gdp   2.6641792
 fdi  -.02033137   .11398472
 gcf   4.1432867   .03136243   33.226815
ccop  -2.2577063    1.579491   3.2607334   102.37206
  al  -31.828095   .36258738  -24.729239   12.973689   15513.373
 
*Residuals correlation matrix *

             |       u1       u2       u3       u4       u5
-------------+---------------------------------------------
          u1 |   1.0000 
             |
             |
          u2 |  -0.0385   1.0000 
             |   0.7330
             |
          u3 |   0.4403   0.0154   1.0000 
             |   0.0000   0.8917
             |
          u4 |  -0.1373   0.4617   0.0556   1.0000 
             |   0.2215   0.0000   0.6217
             |
          u5 |  -0.1556   0.0180  -0.0336   0.0138   1.0000 
             |   0.1655   0.8729   0.7661   0.9029
             |
 



--
View this message in context: http://statalist.1588530.n2.nabble.com/Panel-VAR-results-interpretation-tp7188518p7188518.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index