Hi,
I am using the varbench command. My dataset has 96 observations in total. When I run this command - "varbench dlnM1 dlnunemploy_rate dlninterbank_rates dgdp_deflator dlngdp_total dlngross_fix_cap_form, lags(1 2 3 4) start(tq(2009q1))", it returns not enough observations. The time frame of my dataset is 1995q1 to 2018 q4. Does varbench need a certain number of observations to run? Is there any way to get around this? Thank you.
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