Re: Interpretation of Coefficients in VAR Model
Posted: Tue Oct 16, 2012 7:11 am
Dear TomDoan
I appreciate your help all the times. I am facing new problems of Interpretation of Coefficients in VAR models. Suppose I have two variables (one dependent and one independent variables). 4 lag lengths are appropriate for this analysis. After analysis, I got 16 coefficients. Please tell me how do I interpret these coefficients?
Thanking you
With Regards
Ali
I appreciate your help all the times. I am facing new problems of Interpretation of Coefficients in VAR models. Suppose I have two variables (one dependent and one independent variables). 4 lag lengths are appropriate for this analysis. After analysis, I got 16 coefficients. Please tell me how do I interpret these coefficients?
Thanking you
With Regards
Ali