st: After usingVAR and FCAST COMPUTE I get an error message - Asymptotic Standard Error

["Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com>]

Hi,

I can't find anything anywhere to answer my question and I would really
appreciated any feedback if anyone faced the same problem.

I used

Var y x_1, exog(t tsquare feb-dec) lags(1/13)

fcast compute a, step(18)


and I received the following message:

asymptotic standard error not available with exogenous variables
exogenous variables cannot be missing in the forecast period
r(498)

Thank you
 

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