CALEF ALEJANDRO RODRIGUEZ CUEVAS
2011-Feb-23 14:16 UTC
[R] Conflict with Impulse Response Function
Hello buddies. I'm trying to use the "granger.test" function wich is included in MSBVAR package, but I'm also using the package "var" in order to develop vector autorregresion analysis. Everything is well behaved...but when I'm trying to use the "irf" function when I have both libraries open there is a problem, I think R doesn't recognize if I'm using "irf" included in "var" or included in MSBVAR. My first attempt to attack this issue was by defining the class of my matrices, i.e. for "irf" included in "var" the object needs to be "varest" and for "irf" included in "MSBVAR" it needs to be "VAR", however it doesn't fix the problem at all. I think that in order to fix the problem it would be desirable to first open the library I need (for example ... library(MSBVAR)...) and use the function "granger.test", then when the result appears, close this library...but I don't know how to do this. How can I do this? Thanx in advance. Regards from Mexico. [[alternative HTML version deleted]]