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  • Varbench - Is there any minimum number of observations needed?

    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.

  • #2
    You didn't explain varbench or give a data example (FAQ Advice #12).

    The first is explicable, and this thread explains:

    https://www.statalist.org/forums/for...-sean-becketti

    I don't understand what varbench does exactly, but a glance at the code shows that the user is thrown out if there are not enough observations.

    Code:
        if (`end' - `start' < 10) {
            noi di as error "Not enough observations"
            error 98
        }

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