veclmar.hlp

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{smcl}
{* 08mar2005}{...}
{cmd:help veclmar}{right:dialog:  {bf:{dialog veclmar}}}
{hline}

{title:Title}

{p2colset 5 21 22 2}{...}
{p2col :{hi:[TS] veclmar} {hline 2}}Obtain LM statistics for residual autocorrelation after vec{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 19 2}
{cmd:veclmar} [{cmd:,} {it:options}]

{synoptset}{...}
{synopthdr}
{synoptline}
{synopt :{opt ml:ag(#)}}use {it:#} for the maximum order of autocorrelation; default is 
  {cmd:mlag(2)}{p_end}
{synopt :{opt est:imates(estname)}}use previously saved results {it:estname};
  default is to use active results{p_end}
{synopt :{opt sep:arator(#)}}draw separator line after every {it:#}
  rows{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}{cmd:veclmar} can be used only after {helpb vec}.{p_end}
{p 4 6 2}You must {helpb tsset} your data before using {cmd:veclmar}.{p_end}


{title:Description}

{pstd}
{cmd:veclmar} implements a Lagrange-multiplier (LM) test for autocorrelation
in the residuals of vector error-correction models (VECMs).


{title:Options}

{phang}
{opt mlag(#)} specifies the maximum order of autocorrelation to be tested.
The integer specified in {opt mlag()} must be greater than 0; the default is
2.

{phang}
{opt estimates(estname)} requests that {cmd:veclmar} use the previously
obtained set of {cmd:vec} estimates saved as {it:estname}.  By default,
{cmd:veclmar} uses the active results.  See {helpb estimates} for information
on saving and restoring estimation results.

{phang}
{opt separator(#)} specifies how many rows should appear in the table between
separator lines.  By default, separator lines do not appear.  For example,
{cmd:separator(1)} would draw a line between each row, {cmd:separator(2)}
between every other row, and so on.


{title:Examples}

{phang}{cmd:. veclmar, estimates(var1)}{p_end}

{phang}{cmd:. veclmar, mlag(4)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] veclmar}{p_end}

{psee}
Online:  {helpb vec}, {helpb var}, {helpb varlmar}
{p_end}