Code:
var potgap defl interest, noconstant lags(1/4)
Code:
matrix list e(Sigma)
Code:
predict res1, residuals equation(#1) predict res2, residuals equation(#2) predict res3, residuals equation(#3) mat accum cov = res1 res2 res3, noconstant deviations mat cov = cov/274 mat list cov
I have tried changing the divisor if STATA where to use some different degree of freedom correction, but this just makes the results even more incorrect.
Does anyone know what is causing the difference? Thanks in advance!
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