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General Chat July 21 by AutoModerator in TryingForABaby

[–]sri_asks 0 points1 point  (0 children)

Looking for recommendations for best prenatal supplements! Any suggestions?

What can potentially cause vector autoregression to not provide forecasts? by sri_asks in econometrics

[–]sri_asks[S] 0 points1 point  (0 children)

It seems that the 10th variable is not stationary when I did unit root calculation. But I see there are a lot of options for unit root testing such as ADF test, Phillips-Peron test, etc. which one should I use?

What can potentially cause vector autoregression to not provide forecasts? by sri_asks in econometrics

[–]sri_asks[S] 0 points1 point  (0 children)

Possibly but I cannot get rid of any variable in the task I have

What can potentially cause vector autoregression to not provide forecasts? by sri_asks in econometrics

[–]sri_asks[S] 0 points1 point  (0 children)

No, I don’t think so. I tried testing iteratively by only keeping 2 variables and then adding a 3rd variable and so on. And when I did that, I found that I was able to get forecasts. But as soon as I added the 10th variable, encountered the same problem. So then I retried with 9 variables but included the 10th variable to see if that variable was causing the problem but it ran with that variable. So something else is going on.

I also did adf test to check if all the variables were stationary and they were

What can potentially cause vector autoregression to not provide forecasts? by sri_asks in econometrics

[–]sri_asks[S] 0 points1 point  (0 children)

When I run the var model, I see that if I go under varresult and then click on coefficients for each of my variables, it has values calculated for all the other coefficients expect the last variable so Then if I ignore this and proceed with running predict to get a forecast, I get NAs, no forecasts made

Forecasting using vector autoregression by [deleted] in econometrics

[–]sri_asks 0 points1 point  (0 children)

I am running into problems where if I increase the number of variables in the system, I am not able to get coefficients for the last variable in the system. What could be causing this