黃河泉 发表于 2017-8-19 16:32 
请把指令与错误讯息发出来!
. webuse grunfeld
. xtset company year
panel variable: company (strongly balanced)
time variable: year, 1935 to 1954
delta: 1 year
. pvarsoc invest mvalue kstock, pvaro(instl(4/8))
Running panel VAR lag order selection on estimation sample
command lags is unrecognized
r(199);