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Re: st: VAR residuals
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: VAR residuals
Date
Tue, 3 Jul 2012 08:40:41 +0500
I wish if this can help you.
predict sig_eq1, xb equation(eq1)
where eq1 is one sample equation in your VAR.
HTH,
Anees
On Tue, Jul 3, 2012 at 3:40 AM, Safis-Moustafa Chatzouz
<[email protected]> wrote:
> Hi all,
>
> Can i ask how someone gets the residuals from a VAR model ?
>
> I have a VAR(3) model and need to get the residuals from each equation in
> the var. I tried " predict (name), residuals" but i only get for one
> equation.
>
> Many thanks
>
> Safis
> *
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--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/