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/