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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
> *
> *   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/



-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.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/


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