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st: re: error message using varlmar command
From
Jeremy Kronick <jeremykronick@hotmail.com>
To
Statalist <statalist@hsphsun2.harvard.edu>
Subject
st: re: error message using varlmar command
Date
Thu, 18 Oct 2012 19:22:33 -0400
Hi,
I am running a vector autoregression involving 6 endogenous terms and 4 exogenous terms (loan-to-value ratios) which are dummies that get a '1' when the loan-to-value ratio was at a certain level and a zero when it was not. When I run this VAR I get nice results except that when I run 'varlmar' to test for autocorrelation in the errors I get the following error message:"the exogenous variables may not be collinear with the dependent variables, or their lags"I don't understand this error message can someone help?
Thanks,Jeremy
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