if you decide on some quantity of interest that would be output from VAR (there are a lot of possibilities, but you can do one at a time if you like), then use the combining rules described in our APSR paper. you'd have to do it by 'hand' (or write a little script) but they are quite simple rules.

Gary
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http://gking.harvard.edu

On 08/07/2009 09:13 AM, D.J. van der Pas wrote:

Dear Amelia users and creators,

I am trying to fill in a ts dataset using Amalia, after which I want to do a VAR (Vector Autoregression) analysis in Stata. As I understand it Ken Scheve's MI program and Clarify can not automatically combine the results of a VAR analysis (or ARIMA). Is this correct? Is there an alternative way to automatically combine the VAR results?

Thanks a lot and kind regards,

Daphne van der Pas

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