[Gretl-users] VAR Model estimation

[alexkakashi at libero . it]

Hi,I have a question about the VAR models. I have two annual time series from 
1880 to 2011. I set the range of the sample from 1882 to 1970. Then a VAR(2) 
model is estimated, but in the OLS estimates are considered 89 observations 
(from 1882 to 1970) and not the observation from 1884 to 1970.How can I solve 
this problem?
Best regards.Alessandro Attanasio

Hi,

I have a question about the VAR models. I have two annual time series from 1880 to 2011. I set the range of the sample from 1882 to 1970. Then a VAR(2) model is estimated, but in the OLS estimates are considered 89 observations (from 1882 to 1970) and not the observation from 1884 to 1970.

How can I solve this problem?

Best regards.

Alessandro Attanasio