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Var equations called var1 - PowerPoint PPT Presentation

Estimating a VAR

Estimating a VAR. After making the necessary data transformations, you must define the equations to use in the VAR. Typically, you will use the following five instructions to set up a VAR: SYSTEM(model= modelname ) or SYSTEM 1 to number of equations in the system

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Var equations called var1 - PowerPoint PPT Presentation

Estimating a VAR