Dear all,
Commands veclmar and vecnorm do not work after running a VEC model with the option 'trend(trend)'.
The output error is as follows:
To my knowledge, there is no theoretical reason behind this problem and I think that it occurs in every dataset.
You may check this with the following code that is the same that appears in Stata's vec documentation:
I will greatly appreciate any help!
Best,
Pablo.
Commands veclmar and vecnorm do not work after running a VEC model with the option 'trend(trend)'.
The output error is as follows:
Code:
error computing temporary var estimates
r(111);
To my knowledge, there is no theoretical reason behind this problem and I think that it occurs in every dataset.
You may check this with the following code that is the same that appears in Stata's vec documentation:
Code:
use "https://www.stata-press.com/data/r17/txhprice", clear varsoc dallas houston sa vecrank dallas houston, lags(3) trend(trend) levela vec austin dallas houston sa, lags(3) rank(2) trend(trend) noetable veclmar, mlag(3) vecnorm, jbera
Best,
Pablo.
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