Hello, I'm new to Statalist. I had a doubt regarding the result for pvarsoc command. I have a balanced panel data with N 60 and T 251 and want to run a panel var. In order to select the ideal lag length I used the command pvarsoc but the result reports values only for CD, not for MBIC, MAIC, and MQIC. Please find below the command used and the result.
I hope the way i added the code and result is right. Hope someone can help me with my problem
Code:
pvarsocexcessreturnnsesymbol if countnse>66, maxlag(5)
HTML Code:
Selection order criteria Sample: 6 - 251 No. of obs = 14760 No. of panels = 60 Ave. no. of T = 246.000 +--------------------------------------------------------------------------+ lag CD J J pvalue MBIC MAIC MQIC -------+------------------------------------------------------------------ 1 .2509754 . . . . . 2 -.1690034 . . . . . 3 -1.980475 . . . . . 4 -14.79152 . . . . . 5 -239.8271 . . . . . +--------------------------------------------------------------------------+
