Codes and output for a VECT model

[anozman]

Hi Tom,

I have used the below code setting as suggested in your previous post,

system(model=dLnVAR)
variables dLnVariables
det constant
end(system)
estimate(print)

But the VAR only has a constant in each equation like the one below, is it correct?

Variable Coeff Std Error T-Stat Signif
************************************************************************************
1. Constant -0.008946016 0.017575405 -0.50901 0.61092421

Anozman

[TomDoan]

Hi Tom,

I have used the below code setting as suggested in your previous post,

system(model=dLnVAR)
variables dLnVariables
det constant
end(system)
estimate(print)

But the VAR only has a constant in each equation like the one below, is it correct?

Variable Coeff Std Error T-Stat Signif
************************************************************************************
1. Constant -0.008946016 0.017575405 -0.50901 0.61092421

Anozman

What else would there be if lags are zero?