Hello,

I am new to Stata and am experiencing problems. There are several threads concerning this problem, for my specific case I did not find a solution.

I am trying to estimate a VAR regression, however Stata keeps returning "no observations r(2000);". In the simplest form, I am just entering "var VARIABLE1 VARIABLE2 VARIABLE3" into the command box.

I checked the data for missing values and string components but there are neither.

With the same variables, I have been able to perform a panel regression, my guess would therefore be that the "no observations" is due to the autoregressive component. Does anyone have an idea what could be the problem?

Thank you in advance
Kai