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| From | Savas Cevik <ceviksavas@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: running veclmar and vecnorm after a VECM |
| Date | Sat, 2 Mar 2013 20:38:25 -0600 |
Hi. I am new in time series and the Stata. I run a VECM model. i am having error message "error computing temporary var estimates r(111)" after vecnorm and veclmar when i run the model with "unrestricted trend" term. The model I try is vec lnkbs lngdp nr constax, rank(1) lag(4) trend(trend) If I had run other trend restrictions (like rtrend, constant or rconstant), I do not have any problem using with vecnorm and veclmar. Thank you in advance for any suggestion. Savas * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/