Code:
pvarsocexcessreturnnsesymbol if countnse>66, maxlag(5)
HTML Code:
Selection order criteria Sample: 6 - 251 No. of obs = 14760 No. of panels = 60 Ave. no. of T = 246.000 +--------------------------------------------------------------------------+ lag CD J J pvalue MBIC MAIC MQIC -------+------------------------------------------------------------------ 1 .2509754 . . . . . 2 -.1690034 . . . . . 3 -1.980475 . . . . . 4 -14.79152 . . . . . 5 -239.8271 . . . . . +--------------------------------------------------------------------------+
0 Response to pvarsoc command result ambiguos
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