Raw Message

Message-ID: <428B497B.80303@ntlworld.com>
Date: 2005-05-18T13:56:11Z
From: Samuel Kemp
Subject: dse VAR models

Hi,

Can anyone tell me how to construct a simple VAR(1) time series with two 
variables using the dse package? I would like to end up with two time series

y_1t = \phi_11 y_1,t-1 + \phi_12 y_2,t-1 + e_1t
y_2t = \phi_21 y_1,t-1 + \phi_22 y_2,t-1 + e_2t

Best regards,

Sam.