PVARSOC error(2001)

[Franck ZIKE]

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

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

I'd suspect that the problem is in the setup before pvarsoc. With a user written procedure, help depends on someone happening to us the procedure. You may need to contact the authors.

[Franck ZIKE]

Thank you for your answer. I read the questions FAQ. I even installed datatex. But I do not know how to use it. I can not understand how to insert the code. If you can tell me more simply, I will be grateful.
Thank you