Dear all,

I'm using stata 15 for estimate a PVAR model on 88 observations of 8 countries. I would like to get the optimal lag numbers using the command proposed by Michael Abrigo. However, stata give me this answer: Cannot have fewer observations than parameters (r(2001)). Please I need help to continue my estimations.

my command is:

pvarsoc TID INF IIF lCE PIBT ,maxlag(3) pvaropts(instl(1/3))

Thank you