Greetings statalisters:
I have a small time series dataset, 1972-2010, two year delta (tsset year, yearly delta(2)), so 20 strobes.
I have run a vector autoregression (var) successfully, everything turns out just fine. The Grangers come out as expected, etc.
I would like to bootstrap the standard errors, however when I run the command, I get the following error message:
bootstrap: var lcdiff avgdiff, lags(1/2)
(running var on estimation sample)
Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50
insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);
This occurs no matter how I specify the reps(#) option.
Is this something I am missing inherent to the VAR, or is this a software limitation? Any ideas on how to address it?
Thanks for your time in advance,
Kyle Saunders
--
Kyle L Saunders
Department of Political Science
Colorado State University
w: http://lamar.colostate.edu/~ksaun
*
* 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/
