VAR estimation in stata

[Zhang Hui]

Hi friends, how to order the variables when using VAR command?

For example, if x1 is exogenous in my VAR model, should I place it at the head or else?

i.e., var x1 x2 x3 or var x2 x3 x1?

Does the order matter in VAR estimation? Thanks a lot.

[Mike Murphy]

The order only matters insofar as it changes the order of the output:

var x1 x2 x3

Returns the same values as:

var x2 x3 x1

[Zhang Hui]

Thanks. But I find it different between two commands.